Financial risk management with Bayesian estimation of GARCH models : Ardia, David. - Berlin : Springer, 2008 - xi, 203 p. : ill. ; 24 cm. - Lecture notes in economics and mathematical systems ; 612 .

Originally presented as the author's thesis (Ph. D.)--University of Fribourg, Switzerland, 2008.

9783540786566 | 3540786562