DOORS（同志社大学図書館）

Financial risk management with Bayesian estimation of GARCH models : theory and applications / David Ardia
(Lecture notes in economics and mathematical systems ; 612)

配架場所	巻　次	請求記号	資料番号	状　態	コメント	予約	文庫区分	教員指定/教員執筆/多読	仮想書架
経済学部		331.19\|\|L14\|\|612	084000312						仮想書架		仮想書架
ビジネス研究科		331.19\|\|L14\|\|612	081050386						仮想書架		仮想書架

書誌ID	BB10275192
本文言語	英語
別書名	その他のタイトル:Bayesian estimation of single-regime and regime-switching GARCH models. Applications to financial risk management
一般注記	"This book is the Ph.D. dissertation with the title "Bayesian estimation of single-regime and regime-switching GARCH models. Applications to financial risk management" presented to the Faculty ... at the University of Fribourg Switzerland by the author. Accepted by the Faculty Council on 19 February 2008. The Faculty ... neither approves nor disapproves the opinions expressed in a doctoral dissertation"--t.p. verso Includes bibliographical references and index
著者標目	Ardia, David
巻冊次	ISBN:9783540786566 RefWorks出力（各巻）
NCID	BA86142487

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