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Financial risk management with Bayesian estimation of GARCH models : theory and applications / David Ardia
(Lecture notes in economics and mathematical systems ; 612)

出版者 Berlin : Springer
出版年 c2008
大きさ xi, 203 p. : ill. ; 24 cm
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書庫外部保存庫 D330.1/326-612 082005844

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別書名 その他のタイトル:Bayesian estimation of single-regime and regime-switching GARCH models. Applications to financial risk management
一般注記 "This book is the Ph.D. dissertation with the title "Bayesian estimation of single-regime and regime-switching GARCH models. Applications to financial risk management" presented to the Faculty ... at the University of Fribourg Switzerland by the author. Accepted by the Faculty Council on 19 February 2008. The Faculty ... neither approves nor disapproves the opinions expressed in a doctoral dissertation"--t.p. verso
Includes bibliographical references and index
NCID BA86142487
本文言語 英語
著者標目 Ardia, David
ISBN 9783540786566
書誌ID BB03052025
巻冊次 ISBN:9783540786566