LIBROS DEL AUTOR: david ardia

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  • Financial Risk Management with Bayesian Estimation of GARCH Models
    David Ardia
    This book presents in detail methodologies for the Bayesian estimation of sing- regime and regime-switching GARCH models. These models are widespread and essential tools in n ancial econometrics and have, until recently, mainly been estimated using the classical Maximum Likelihood technique. As this study aims to demonstrate, the Bayesian approach o ers an attractive alternativ...
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    134,23 €