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

Financial Risk Management with Bayesian Estimation of GARCH Models: Theory and Applications This book presents in detail methodologies for the Bayesian estimation of sing- regime and regime-switching GARCH models. These models are widespread and essential tools in n ancial econometrics and have, until recently, mainly been estimated using the classical Maximum Likelihood technique. As this… Continue reading Financial Risk Management with Bayesian Estimation of GARCH Models: Theory and Applications

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