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Technical GARCH Models: Structure, Statistical Inference and Financial Applications |
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Christian Francq, Jean-Michel Zakoian, "GARCH Models: Structure, Statistical Inference and Financial Applications"Publisher: WILEY; 2010; ISBN 0470683910; PDF; 504 pages; 2.7 MBThis book pres a complete coverage to GARCH modeling, incl ... Tags : Inference Structure Applications Financial GARCH , Posted on 2010-09-13 | |
  | |
Bootstrapping Stationary ARMA-GARCH Models By Kenichi Shimizu |
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By Kenichi Shimizu, «Bootstrapping Stationary ARMA-GARCH Models»Publisher: Vieweg+Teubner; Auflage: 1 (27. Januar 2010); ISBN-10: 3834809926; ISBN-13: 978-3834809926; 148 Pages; PDF; 0.8 MBBootstrap technique is a useful tool for ass ... Tags : Shimizu Kenichi Models Stationary , Posted on 2010-12-09 | |
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Financial Risk Management with Bayesian Estimation of GARCH Models (Repost) |
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Financial Risk Management with Bayesian Estimation of GARCH Models Publisher: Springer; ISBN: 3540786562; edition 2008; PDF; 206 pages; 5,1 mbThis book presents methodologies for the Bayesian estimation of GARCH models and their appli ... Tags : Bayesian Repost Estimation Management Financial , Posted on 2010-12-09 | |
  | |
Financial Risk Management with Bayesian Estimation of GARCH Models: Theory and Applications |
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David Ardia “Financial Risk Management with Bayesian Estimation of GARCH Models: Theory and Applications" Springer; 2008-07-01; ISBN: 3540786562; 206 pages; PDF; 5,1 Mb RS Mirror Tags : Bayesian Estimation Theory Applications Management , Posted on 2010-03-15 | |
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Science/Engineering Financial Risk Management with Bayesian Estimation of GARCH Models: Theory and Applications |
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This book presents methodologies for the Bayesian estimation of GARCH models and their application to financial risk management. The study of these models from a Bayesian viewpoint is relatively recent and can be considered very promising d ... Tags : Bayesian Estimation Theory Applications Management , Posted on 2010-03-27 | |
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Financial Risk Management with Bayesian Estimation of GARCH Models: Theory and Applications (repost) |
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Financial Risk Management with Bayesian Estimation of GARCH Models: Theory and Applications (Lecture Notes in Economics and Mathematical Systems)Springer; 2008-07-01; ISBN: 3540786562; 206 pages; PDF; 7 MBThis book presents methodologi ... Tags : Bayesian repost Estimation Theory Applications , Posted on 2010-07-09 | |
  | |
Financial Risk Management with Bayesian Estimation of GARCH Models: Theory and Applications (Lecture Notes in Economics and Mathematical Systems) |
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Author: David ArdiaPublisher: Springer (2008)Binding: Paperback, 206 pagespricer: 99.00ISBN-10: 3540786562editorialreviewsThis book presents methodologies for the Bayesian estimation of GARCH models and their application to financial risk ... Tags : Bayesian Estimation Lecture Economics Theory , Posted on 2010-04-15 | |
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