Financial risk management with Bayesian estimation of GARCH models : theory and applications / David Ardia
(Lecture notes in economics and mathematical systems ; 612)
| データ種別 | 図書 |
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| 出版者 | Berlin : Springer |
| 出版年 | c2008 |
| 形態 | xi, 203 p. : ill. ; 24 cm |
| 別書名 | その他のタイトル:Bayesian estimation of single-regime and regime-switching GARCH models. Applications to financial risk management |
| 著者標目 | Ardia, David |
| 分 類 | NDC:331.19 |
| 書誌ID | LT00767779 |
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| 状 態 | 巻 次 | 所 在 | 請求記号 | 資料番号 | ISBN | 刷 年 | コメント | 利用注記 | 予約・取寄 | お薦めの本 | 自動書庫 | 付録注記 |
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中央自動書庫 | 331.19/L49/612 | 2000000093988 | 9783540786566 |
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理学部分室開架 | 331.19/L49/612 | 2000000100278 | 9783540786566 |
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| 本文言語 | 英語 |
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| 一般注記 | "This book is the Ph.D. dissertation with the title "Bayesian estimation of single-regime and regime-switching GARCH models. Applications to financial risk management" presented to the Faculty ... at the University of Fribourg Switzerland by the author. Accepted by the Faculty Council on 19 February 2008. The Faculty ... neither approves nor disapproves the opinions expressed in a doctoral dissertation"--T.p. verso Includes bibliographical references (p. [191]-200) and index |
| NCID | BA86142487 |
| 巻冊次 | ISBN:9783540786566 |
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