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

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

Publication: Chapter in book/Conference proceedingChapter in edited volume

Original languageEnglish
Title of host publicationAdaptive Information Systems and Modelling in Economics and Management Science
Editors A.Taudes
Place of PublicationWien
PublisherSpringer Verlag
Pages73 - 98
Publication statusPublished - 1 Oct 2005

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