| Record ID | marc_loc_updates/v38.i26.records.utf8:18536070:1237 |
| Source | Library of Congress |
| Download Link | /show-records/marc_loc_updates/v38.i26.records.utf8:18536070:1237?format=raw |
LEADER: 01237cam a22003017a 4500
001 2008927201
003 DLC
005 20100624112755.0
008 080415s2008 gw a b 001 0 eng d
010 $a 2008927201
020 $a9783540786566
020 $a3540786562
035 $a(OCoLC)ocn221218065
040 $aBTCTA$cBTCTA$dYDXCP$dBAKER$dMUM$dDLC
042 $alccopycat
050 00 $aHD61$b.A75 2008
100 1 $aArdia, David.
245 10 $aFinancial risk management with Bayesian estimation of GARCH models :$btheory and applications /$cDavid Ardia.
260 $aBerlin :$bSpringer,$cc2008.
300 $axi, 203 p. :$bill. ;$c24 cm.
440 0 $aLecture notes in economics and mathematical systems ;$v612
500 $aOriginally presented as the author's thesis (Ph. D.)--University of Fribourg, Switzerland, 2008.
504 $aIncludes bibliographical references (p. [191]-200) and index.
650 0 $aBayesian statistical decision theory.
650 0 $aRisk management$xMathematical models.
650 0 $aGARCH model.
856 42 $3Publisher description$uhttp://www.loc.gov/catdir/enhancements/fy0904/2008927201-d.html
856 41 $3Table of contents only$uhttp://www.loc.gov/catdir/enhancements/fy0904/2008927201-t.html