الكتب الالكترونية

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978-3-540-26978-6
Estimation in Conditionally Heteroscedastic Time Series Models

ARCH (autoregressive conditionally heteroscedastic), is well-suited for the description of economic and financial price. ...

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978-3-540-78657-3
Financial Risk Management with Bayesian Estimation of GARCH Models

This book presents methodologies for the Bayesian estimation of GARCH models and their application to financial risk management. ...

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عدد الكتب: 1 - 2 /2