Pastāsti draugiem par šo preci:
Financial Risk Management with Bayesian Estimation of GARCH Models: Theory and Applications - Lecture Notes in Economics and Mathematical Systems David Ardia 2008 edition
Financial Risk Management with Bayesian Estimation of GARCH Models: Theory and Applications - Lecture Notes in Economics and Mathematical Systems
David Ardia
As this study aims to demonstrate, the Bayesian approach o ers an attractive alternative which enables small sample results, robust estimation, model discrimination and probabilistic statements on nonlinear functions of the model parameters.
206 pages, black & white illustrations
| Mediji | Grāmatas Paperback Book (Grāmata ar mīksto vāku un līmēto muguru) |
| Izlaists | 2008. gada 29. maijs |
| ISBN13 | 9783540786566 |
| Izdevēji | Springer-Verlag Berlin and Heidelberg Gm |
| Lapas | 206 |
| Izmēri | 155 × 235 × 12 mm · 317 g |
| Valoda | Angļu |