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Financial Risk Management with Bayesian Estimation of GARCH Models - David Ardia - Bog

- Theory and Applications

Bag om Financial Risk Management with Bayesian Estimation of GARCH Models

As this study aims to demonstrate, the Bayesian approach o ers an attractive alternative which enables small sample results, robust estimation, model discrimination and probabilistic statements on nonlinear functions of the model parameters.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9783540786566
  • Indbinding:
  • Paperback
  • Sideantal:
  • 206
  • Udgivet:
  • 23. maj 2008
  • Udgave:
  • 2008
  • Størrelse:
  • 234x156x12 mm.
  • Vægt:
  • 710 g.
  • 8-11 hverdage.
  • 10. december 2024

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  • BLACK WEEK

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Prøv i 30 dage for 45 kr.
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Beskrivelse af Financial Risk Management with Bayesian Estimation of GARCH Models

As this study aims to demonstrate, the Bayesian approach o ers an attractive alternative which enables small sample results, robust estimation, model discrimination and probabilistic statements on nonlinear functions of the model parameters.

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