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About this product
- DescriptionThis book presents methodologies for the Bayesian estimation of GARCH models and their application to financial risk management, which allows for the possibility of obtaining small-sample results and integrating them in a formal decision model.
- Author(s)David Ardia
- PublisherSpringer-Verlag Berlin and Heidelberg GmbH & Co. KG
- Date of Publication23/05/2008
- GenreEconomics: Professional & General
- Series TitleLecture Notes in Economics and Mathematical Systems
- Series Part/Volume Number612
- Place of PublicationBerlin
- Country of PublicationGermany
- ImprintSpringer-Verlag Berlin and Heidelberg GmbH & Co. K
- Content Note14 Tables, black and white; 27 Illustrations, black and white; XIV, 206 p. 27 illus.
- Weight710 g
- Width155 mm
- Height235 mm
- Edition Statement2008 ed.
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