Please use this identifier to cite or link to this item:
http://hdl.handle.net/123456789/4663Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | David Ardia | - |
| dc.date.accessioned | 2021-09-29T09:49:31Z | - |
| dc.date.available | 2021-09-29T09:49:31Z | - |
| dc.date.issued | 2008 | - |
| dc.identifier.isbn | 978-3-540-78657-3 | - |
| dc.identifier.uri | http://hdl.handle.net/123456789/4663 | - |
| dc.language.iso | en | en_US |
| dc.publisher | SPRINGER | en_US |
| dc.title | Financial Risk Management with Bayesian Estimation of GARCH Models Theory and Applications | en_US |
| dc.type | Book | en_US |
| 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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