Please use this identifier to cite or link to this item:
http://hdl.handle.net/123456789/4663| Title: | Financial Risk Management with Bayesian Estimation of GARCH Models Theory and Applications |
| Authors: | David Ardia |
| Issue Date: | 2008 |
| Publisher: | SPRINGER |
| URI: | http://hdl.handle.net/123456789/4663 |
| ISBN: | 978-3-540-78657-3 |
| Appears in Collections: | E-BOOKS |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| Ardia2008_Book_FinancialRiskManagementWithBay.pdf | 4.14 MB | Adobe PDF | View/Open |
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