Research Catalog

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

Title
Financial risk management with Bayesian estimation of GARCH models : theory and applications / David Ardia.
Author
Ardia, David.
Publication
Berlin : Springer, [2008], ©2008.

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Details

Description
xi, 203 pages : illustrations; 24 cm.
Series Statement
Lecture notes in economics and mathematical systems ; 612
Uniform Title
Lecture notes in economics and mathematical systems ; 612.
Subject
  • Bayesian statistical decision theory
  • Risk management > Mathematical models
  • Statistique bayésienne
  • Gestion du risque > Modèles mathématiques
Note
  • Originally presented as the author's thesis (Ph. D.)--University of Fribourg, Switzerland, 2008.
Bibliography (note)
  • Includes bibliographical references (p. [191]-200) and index.
ISBN
  • 9783540786566
  • 3540786562
LCCN
2008927201
OCLC
  • 221218065
  • ocn221218065
  • SCSB-9034206
Owning Institutions
Columbia University Libraries