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Financial Risk Management with Bayesian Estimation of GARCH Models
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Financial Risk Management with Bayesian Estimation of GARCH Models

Authors: David Ardia
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This book presents in detail methodologies for the Bayesian estimation of sing- regime and regime-switching GARCH models. These models are widespread and essent
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Regime Switching Garch Models

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Advances in Markov-Switching Models
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Advances in Markov-Switching Models

Authors: James D. Hamilton
Categories: Business & Economics
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This book is a collection of state-of-the-art papers on the properties of business cycles and financial analysis. The individual contributions cover new advance
Bayesian Analysis in Markov Regime-Switching Models
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Bayesian Analysis in Markov Regime-Switching Models

Authors: You Beng Koh
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Type: BOOK - Published: 2017-01-26 - Publisher: Open Dissertation Press

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This dissertation, "Bayesian Analysis in Markov Regime-switching Models" by You Beng, Koh, 辜有明, was obtained from The University of Hong Kong (Pokfulam, H