Financial risk management with Bayesian estimation of GARCH models: theory and applications
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Berlin [u.a.]
Springer
2008
|
| Schriftenreihe: | Lecture notes in economics and mathematical systems
612 |
| Schlagworte: | |
| Online-Zugang: | BTU01 FAN01 FHI01 FHM01 FHR01 FKE01 FNU01 HWR01 UBG01 UBR01 UBT01 UBY01 UPA01 Volltext |
| Beschreibung: | 1 Online-Ressource (XI, 203 S.) graph. Darst. |
| ISBN: | 9783540786573 |
| DOI: | 10.1007/978-3-540-78657-3 |
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| indexdate | 2024-07-09T21:17:49Z |
| institution | BVB |
| isbn | 9783540786573 |
| language | English |
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| spelling | Ardia, David Verfasser aut Financial risk management with Bayesian estimation of GARCH models theory and applications David Ardia Berlin [u.a.] Springer 2008 1 Online-Ressource (XI, 203 S.) graph. Darst. txt rdacontent c rdamedia cr rdacarrier Lecture notes in economics and mathematical systems 612 Gestion du risque - Modèles mathématiques Statistique bayésienne Mathematisches Modell Bayesian statistical decision theory Risk management Mathematical models Bayes-Inferenz (DE-588)4648118-7 gnd rswk-swf GARCH-Prozess (DE-588)4346436-1 gnd rswk-swf Volatilität (DE-588)4268390-7 gnd rswk-swf Risikomanagement (DE-588)4121590-4 gnd rswk-swf Volatilität (DE-588)4268390-7 s Risikomanagement (DE-588)4121590-4 s Bayes-Inferenz (DE-588)4648118-7 s GARCH-Prozess (DE-588)4346436-1 s DE-604 Erscheint auch als Druck-Ausgabe, Paperback 3-540-78656-2 Erscheint auch als Druck-Ausgabe, Paperback 978-3-540-78656-6 Lecture notes in economics and mathematical systems 612 (DE-604)BV036652996 612 https://doi.org/10.1007/978-3-540-78657-3 Verlag URL des Erstveröffentlichers Volltext |
| spellingShingle | Ardia, David Financial risk management with Bayesian estimation of GARCH models theory and applications Lecture notes in economics and mathematical systems Gestion du risque - Modèles mathématiques Statistique bayésienne Mathematisches Modell Bayesian statistical decision theory Risk management Mathematical models Bayes-Inferenz (DE-588)4648118-7 gnd GARCH-Prozess (DE-588)4346436-1 gnd Volatilität (DE-588)4268390-7 gnd Risikomanagement (DE-588)4121590-4 gnd |
| subject_GND | (DE-588)4648118-7 (DE-588)4346436-1 (DE-588)4268390-7 (DE-588)4121590-4 |
| title | Financial risk management with Bayesian estimation of GARCH models theory and applications |
| title_auth | Financial risk management with Bayesian estimation of GARCH models theory and applications |
| title_exact_search | Financial risk management with Bayesian estimation of GARCH models theory and applications |
| title_exact_search_txtP | Financial risk management with Bayesian estimation of GARCH models theory and applications |
| title_full | Financial risk management with Bayesian estimation of GARCH models theory and applications David Ardia |
| title_fullStr | Financial risk management with Bayesian estimation of GARCH models theory and applications David Ardia |
| title_full_unstemmed | Financial risk management with Bayesian estimation of GARCH models theory and applications David Ardia |
| title_short | Financial risk management with Bayesian estimation of GARCH models |
| title_sort | financial risk management with bayesian estimation of garch models theory and applications |
| title_sub | theory and applications |
| topic | Gestion du risque - Modèles mathématiques Statistique bayésienne Mathematisches Modell Bayesian statistical decision theory Risk management Mathematical models Bayes-Inferenz (DE-588)4648118-7 gnd GARCH-Prozess (DE-588)4346436-1 gnd Volatilität (DE-588)4268390-7 gnd Risikomanagement (DE-588)4121590-4 gnd |
| topic_facet | Gestion du risque - Modèles mathématiques Statistique bayésienne Mathematisches Modell Bayesian statistical decision theory Risk management Mathematical models Bayes-Inferenz GARCH-Prozess Volatilität Risikomanagement |
| url | https://doi.org/10.1007/978-3-540-78657-3 |
| volume_link | (DE-604)BV036652996 |
| work_keys_str_mv | AT ardiadavid financialriskmanagementwithbayesianestimationofgarchmodelstheoryandapplications |