Bayesian estimation of GARCH models
My book Financial Risk Management with Bayesian Estimation of GARCH Models has been published in the Springer's series Lecture Notes in Economics and Mathematical Systems (summary, link, toc, errata). My monograph won the Chorafas prize 2008 at the University of Fribourg. A review of the book by Prof. Dr. Yannick Malevergne has been published in Mathematical Reviews (issue 2010b). Look inside the book on Amazon.
R packages AdMit, bayesGARCH, DEoptim
last update: 17/12/2012
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