Work

Financial Risk Management with Bayesian Estimation of GARCH Models: Theory and Applications

Year: 2008

Type: article

DOI: 10.1007/978-3-540-78657-3

Author: David Ardia

Institution: University of Neuchâtel

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1482630979

FWCI: 6.99

Cites: 113

Cited by: 53

Related to: 10