Non-linear volatility modelling in classical and Bayesian frameworks with applications to risk management

Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review

Original language	English
Title of host publication	Adaptive Information Systems and Modelling in Economics and Management Science
Place of Publication	Wien
Publisher	Springer Verlag
Pages	73-98
Number of pages	26
Publication status	Published - 2005

Fields of science

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title = "Non-linear volatility modelling in classical and Bayesian frameworks with applications to risk management",

author = "Tatiana Miazhynskaia and E. Dockner and Sylvia Fr{\"u}hwirth-Schnatter and Georg Dorffner",

year = "2005",

language = "English",

pages = "73--98",

booktitle = "Adaptive Information Systems and Modelling in Economics and Management Science",

publisher = "Springer Verlag",

}

Non-linear volatility modelling in classical and Bayesian frameworks with applications to risk management. / Miazhynskaia, Tatiana; Dockner, E.; Frühwirth-Schnatter, Sylvia et al.
Adaptive Information Systems and Modelling in Economics and Management Science. Wien: Springer Verlag, 2005. p. 73-98.

Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review

TY - CHAP

T1 - Non-linear volatility modelling in classical and Bayesian frameworks with applications to risk management

AU - Miazhynskaia, Tatiana

AU - Dockner, E.

AU - Frühwirth-Schnatter, Sylvia

AU - Dorffner, Georg

PY - 2005

Y1 - 2005

UR - http://www.ifas.jku.at

M3 - Chapter

SP - 73

EP - 98

BT - Adaptive Information Systems and Modelling in Economics and Management Science

PB - Springer Verlag

CY - Wien

ER -