[PDF.22pq] Financial Risk Management with Bayesian Estimation of GARCH Models: Theory and Applications (Lecture Notes in Economics and Mathematical Systems)

Financial Risk Management with Bayesian Estimation of GARCH Models: Theory and Applications (Lecture Notes in Economics and Mathematical Systems)

[PDF.cq95] Financial Risk Management with Bayesian Estimation of GARCH Models: Theory and Applications (Lecture Notes in Economics and Mathematical Systems)

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 | #5722471 in Books |  Springer |  2008-05-23 | Original language:English | PDF # 1 |  9.25 x.50 x6.10l,.70 | File type: PDF | 206 pages

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||0 of 0 people found the following review helpful.| Comment on the monograph by David Ardia|By Philippe Deschamps|Clearly and rigorously written; this book, which presents efficient simulation techniques for the Bayesian analysis of regime-switching GARCH models, will prove very useful for econometricians and financial analysts.
Philippe J. Deschamps|1 of 1 people found the following review helpful.| Download Now