Non-linear volatility modelling in classical and Bayesian frameworks with applications to risk management

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

Publikation: Beitrag in Buch/Konferenzband › Beitrag in Sammelwerk

Originalsprache	Englisch
Titel des Sammelwerks	Adaptive Information Systems and Modelling in Economics and Management Science
Herausgeber*innen	A.Taudes
Erscheinungsort	Wien
Verlag	Springer Verlag
Seiten	73 - 98
Publikationsstatus	Veröffentlicht - 1 Okt. 2005

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Non-linear volatility modelling in classical and Bayesian frameworks with applications to risk management. / Miazhynskaia, Tatiana; Dockner, Engelbert; Frühwirth-Schnatter, Sylvia et al.
Adaptive Information Systems and Modelling in Economics and Management Science. Hrsg. / A.Taudes. Wien: Springer Verlag, 2005. S. 73 - 98.

Publikation: Beitrag in Buch/Konferenzband › Beitrag in Sammelwerk

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T1 - Non-linear volatility modelling in classical and Bayesian frameworks with applications to risk management

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AU - Frühwirth-Schnatter, Sylvia

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BT - Adaptive Information Systems and Modelling in Economics and Management Science

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