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


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Publication's profile

Status of publication Published
Affiliation WU
Type of publication Chapter in edited volume
Language English
Title Non-linear volatility modelling in classical and Bayesian frameworks with applications to risk management
Title of whole publication Adaptive Information Systems and Modelling in Economics and Management Science
Editor A.Taudes
Page from 73
Page to 98
Location Wien
Publisher Springer Verlag
Year 2005
URL http://www.springerlink.com/content/pw5582wh4u256270/

Associations

People
Dockner, Engelbert (Details)
Frühwirth-Schnatter, Sylvia (Details)
Dorffner, Georg (Former researcher)
External
Miazhynskaia, Tatiana
Organization
Institute for Statistics and Mathematics IN (Details)
Institute for Finance, Banking and Insurance IN (Details)
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