Sökresultat för: Luc Bauwens
Bayesian Inference in Dynamic Econometric Models (Häftad)
avLuc Bauwens, Jean-Francois Richard, Michel Lubrano
ISBN: 9780198773139 - UTGIVEN: 200001This book contains an up-to-date coverage of the last twenty years advances in Bayesian inference in econometrics, with an emphasis on dynamic models. It shows how to treat Bayesian inference in non linear models, by integrating the useful developments of numerical integration techniques based on si[...]
Handbook of Volatility Models and Their Applications (Häftad)
avLuc Bauwens, Christian M. Hafner, Sebastien Laurent
ISBN: 9780470872512 - UTGIVEN: 2012-05-31The main purpose of this handbook is to illustrate the mathematically fundamental implementation of various volatility models in the banking and financial industries, both at home and abroad, through use of real-world, time-sensitive applications.[...]
