Lecture Notes in Economics and Mathematical System - Financial Risk Management with Bayesian Estimation of GARCH Models
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Published By Springer Berlin Heidelberg

9783540786566, 9783540786573

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Conclusion

Lecture Notes in Economics and Mathematical System - Financial Risk Management with Bayesian Estimation of GARCH Models ◽

10.1007/978-3-540-78657-3_8 ◽

2008 ◽

pp. 155-159

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Bayesian Estimation of the Linear Regression Model with Student-t-GJR(1, 1) Errors

Lecture Notes in Economics and Mathematical System - Financial Risk Management with Bayesian Estimation of GARCH Models ◽

10.1007/978-3-540-78657-3_5 ◽

2008 ◽

pp. 55-71

Keyword(s):

Linear Regression ◽

Regression Model ◽

Bayesian Estimation ◽

Linear Regression Model

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Value at Risk and Decision Theory

Lecture Notes in Economics and Mathematical System - Financial Risk Management with Bayesian Estimation of GARCH Models ◽

10.1007/978-3-540-78657-3_6 ◽

2008 ◽

pp. 73-107

Keyword(s):

At Risk ◽

Decision Theory ◽

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Bayesian Estimation of the GARCH(1, 1) Model with Normal Innovations

Lecture Notes in Economics and Mathematical System - Financial Risk Management with Bayesian Estimation of GARCH Models ◽

10.1007/978-3-540-78657-3_3 ◽

2008 ◽

pp. 17-37 ◽

Keyword(s):

Bayesian Estimation

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Bayesian Estimation of the Linear Regression Model with Normal-GJR(1, 1) Errors

Lecture Notes in Economics and Mathematical System - Financial Risk Management with Bayesian Estimation of GARCH Models ◽

10.1007/978-3-540-78657-3_4 ◽

2008 ◽

pp. 39-54

Keyword(s):

Linear Regression ◽

Regression Model ◽

Bayesian Estimation ◽

Linear Regression Model

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Bayesian Statistics and MCMC Methods

Lecture Notes in Economics and Mathematical System - Financial Risk Management with Bayesian Estimation of GARCH Models ◽

10.1007/978-3-540-78657-3_2 ◽

2008 ◽

pp. 9-15

Keyword(s):

Bayesian Statistics ◽

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Introduction

Lecture Notes in Economics and Mathematical System - Financial Risk Management with Bayesian Estimation of GARCH Models ◽

10.1007/978-3-540-78657-3_1 ◽

2008 ◽

pp. 1-7

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Bayesian Estimation of the Markov-Switching GJR(1, 1) Model with Student-t Innovations

Lecture Notes in Economics and Mathematical System - Financial Risk Management with Bayesian Estimation of GARCH Models ◽

10.1007/978-3-540-78657-3_7 ◽

2008 ◽

pp. 109-153

Keyword(s):

Bayesian Estimation ◽

Markov Switching

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