Total Books: 1 - 2 /2
Estimation in Conditionally Heteroscedastic Time Series Models
ARCH (autoregressive conditionally heteroscedastic), is well-suited for the description of economic and financial price. ...
Weiterlesen
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. ...
Weiterlesen
Total Books: 1 - 2 /2
