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~person:"Ardia, David"
~type_genre:"Hochschulschrift"
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Bayesian estimation of single-regime and regime-switching GARCH models : applications to financial risk management
Ardia, David
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2008
Persistent link: https://www.econbiz.de/10003855637
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Financial risk management with bayesian estimation of GARCH models : theory and applications
Ardia, David
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2008
Persistent link: https://www.econbiz.de/10013278094
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