Holdings: Financial risk management with Bayesian estimation of GARCH models

Financial risk management with Bayesian estimation of GARCH models: theory and applications

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Bibliographic Details
Main Author:	Ardia, David (Author)
Format:	Electronic eBook
Language:	English
Published:	Berlin [u.a.] Springer 2008
Series:	Lecture notes in economics and mathematical systems 612
Subjects:	Gestion du risque - Modèles mathématiques Statistique bayésienne Mathematisches Modell Bayesian statistical decision theory Risk management > Mathematical models Bayes-Inferenz GARCH-Prozess Volatilität Risikomanagement
Online Access:	BTU01 FAN01 FHI01 FHM01 FHR01 FKE01 FNU01 HWR01 UBG01 UBR01 UBT01 UBY01 UPA01 Volltext
Physical Description:	1 Online-Ressource (XI, 203 S.) graph. Darst.
ISBN:	9783540786573
DOI:	10.1007/978-3-540-78657-3

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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

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