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Cover of Financial risk management with Bayesian estimation of GARCH models

Financial risk management with Bayesian estimation of GARCH models

theory and applications

By David Ardia

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Publish Date

2008

Publisher

Springer

Language

eng

Pages

203

Description:

subjects: Bayesian statistical decision theory,  Risk management,  Mathematical models,  GARCH model,  Financial risk management,  Statistique bayésienne,  Gestion du risque,  Modèles mathématiques