Financial risk management with Bayesian estimation of GARCH models. Theory and applica\-tions.

DOI10.1007/978-3-540-78657-3zbMath1144.62075OpenAlexW2498616844MaRDI QIDQ925194

David Ardia

Publication date: 2 June 2008

Published in: Lecture Notes in Economics and Mathematical Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-540-78657-3

zbMATH Keywords

value at Risk

Mathematics Subject Classification ID

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