Financial risk management with Bayesian estimation of GARCH models : theory and applications /
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| Corporate Author: | |
| Format: | eBook |
| Language: | English |
| Published: |
Berlin :
Springer,
[2008]
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| Series: | Lecture notes in economics and mathematical systems ;
612. |
| Subjects: | |
| Online Access: | Connect to the full text of this electronic book |
| Item Description: | Electronic resource. Originally presented as the author's thesis (Ph. D.)--University of Fribourg, Switzerland, 2008. |
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| Physical Description: | xi, 203 pages : illustrations ; 24 cm. |
| Bibliography: | Includes bibliographical references (pages [191]-200) and index. |
| ISBN: | 3540786570 9783540786573 |
| DOI: | 10.1007/978-3-540-78657-3 |