Financial risk management with Bayesian estimation of GARCH models
Subtitle: theory and applications
By: David Ardia.
Series: Lecture notes in economics and mathematical systems -- 612
Publisher: Springer
Published: 2008
Place of publication: Berlin
Language: eng
Number of pages: 203
ISBN-13: 9783540786566
Subjects: Bayesian statistical decision theory; Risk management -- Mathematical models
Notes: Originally presented as the author's thesis (Ph. D.)--University of Fribourg, Switzerland, 2008.

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