Financial Risk Management with Bayesian Estimation of GARCH Models Theory and Applications /
For his excellent monograph, David Ardia won the Chorafas prize 2008 at the University of Fribourg Switzerland. This book presents methodologies for the Bayesian estimation of GARCH models and their application to financial risk management. The study of these models from a Bayesian viewpoint is rela...
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| Language: | English |
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Berlin, Heidelberg :
Springer Berlin Heidelberg : Imprint: Springer,
2008.
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| Edition: | 1st ed. 2008. |
| Series: | Lecture Notes in Economics and Mathematical Systems,
612 |
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| Online Access: | https://doi.org/10.1007/978-3-540-78657-3 |