Non-linear Volatility Modeling in Classical and Bayesian Frameworks with Applications to Risk Management View Full Text


Ontology type: schema:Chapter     


Chapter Info

DATE

2005

AUTHORS

Tatiana Miazhynskaia , Engelbert Dockner , Sylvia Frühwirth-Schnatter , Georg Dorffner

ABSTRACT

N/A

PAGES

73-98

Book

TITLE

Adaptive Information Systems and Modelling in Economics and Management Science

ISBN

978-3-211-20684-3
978-3-211-29901-2

Identifiers

URI

http://scigraph.springernature.com/pub.10.1007/3-211-29901-7_5

DOI

http://dx.doi.org/10.1007/3-211-29901-7_5

DIMENSIONS

https://app.dimensions.ai/details/publication/pub.1089645730


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