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1 Introduction 1
2 Bayesian Statistics and MCMC Methods 9
3 Bayesian Estimation of the GARCH(1,1) Model with Normal Innovations 17
4 Bayesian Estimation of the Linear Regression Model with Normal-GJR(1,1) Errors 39
5 Bayesian Estimation of the Linear Regression Model with Student-t-GJR(1,1) Errors 55
6 Value at Risk and Decision Theory 73
7 Bayesian Estimation of the Markov-Switching GJR(1,1) Model with Student-t Innovations 109
8 Conclusion 155
App. A Recursive Transformations 161
App. B Equivalent Specification 165
App. C Conditional Moments 171
Computational Details 179
Abbreviations and Notations 181
List of Tables 187
List of Figures 189
References 191
Index 201
| Price | Condition | Delivery | Seller | Action |
| $123.84 | Digital |
| WonderClub |
Nicholas Cahalane
reviewed Financial Risk Management with Bayesian Estimation of Garch Models: Theory and Applications on December 06, 2019
Financial Risk Management with Bayesian Estimation of Garch Models: Theory and Applications
You know its a rehash of capra's turning point. not impressed.
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Add Financial Risk Management with Bayesian Estimation of Garch Models: Theory and Applications, This book presents methodologies for the Bayesian estimation of GARCH models and their application to financial risk management. The study of these models from a Bayesian viewpoint is relatively recent and can be considered very promising due to the advan, Financial Risk Management with Bayesian Estimation of Garch Models: Theory and Applications to the inventory that you are selling on WonderClubX
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Add Financial Risk Management with Bayesian Estimation of Garch Models: Theory and Applications, This book presents methodologies for the Bayesian estimation of GARCH models and their application to financial risk management. The study of these models from a Bayesian viewpoint is relatively recent and can be considered very promising due to the advan, Financial Risk Management with Bayesian Estimation of Garch Models: Theory and Applications to your collection on WonderClub |