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Financial risk management with Bayes...

Ardia, David.

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

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Financial risk management with Bayesian estimation of GARCH models :David Ardia.
其他題名:	theory and applications /
作者:	Ardia, David.
出版者:	Berlin :Springer,c2008.
面頁冊數:	xi, 203 p. :ill. ;24 cm.
附註:	Originally presented as the author's thesis (Ph. D.)--University of Fribourg, Switzerland, 2008.
叢書名:	Lecture notes in economics and mathematical systems,
標題:	Bayesian statistical decision theory.
電子資源:	http://www.loc.gov/catdir/enhancements/fy0904/2008927201-d.html
電子資源:	http://www.loc.gov/catdir/enhancements/fy0904/2008927201-t.html
ISBN:	9783540786566 (pbk.) :

Financial risk management with Bayesian estimation of GARCH models :theory and applications /
Ardia, David.

Financial risk management with Bayesian estimation of GARCH models :theory and applications /David Ardia. - Berlin :Springer,c2008. - xi, 203 p. :ill. ;24 cm. - Lecture notes in economics and mathematical systems,6120075-8442 ;.

Originally presented as the author's thesis (Ph. D.)--University of Fribourg, Switzerland, 2008.

Includes bibliographical references (p. [191]-200) and index.

ISBN: 9783540786566 (pbk.) :NT$2960

LCCN: 2008927201Subjects--Topical Terms:

182005
Bayesian statistical decision theory.

LC Class. No.: HD61 / .A75 2008

Financial risk management with Bayesian estimation of GARCH models :theory and applications /
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020 $a 3540786562 (pbk.)
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440 0 $a Lecture notes in economics and mathematical systems, $x 0075-8442 ; $v 612
500 $a Originally presented as the author's thesis (Ph. D.)--University of Fribourg, Switzerland, 2008.
504 $a Includes bibliographical references (p. [191]-200) and index.
650 0 $a Bayesian statistical decision theory. $3 182005
650 0 $a Risk management $x Mathematical models. $3 190592
650 0 $a GARCH model. $3 544772
856 4 2 $3 Publisher description $u http://www.loc.gov/catdir/enhancements/fy0904/2008927201-d.html
856 4 1 $3 Table of contents only $u http://www.loc.gov/catdir/enhancements/fy0904/2008927201-t.html