Tatiana Miazhynskaia, E. Dockner, Sylvia Frühwirth-Schnatter, Georg Dorffner,
"Non-linear volatility modelling in classical and Bayesian frameworks with applications to risk management"
: Adaptive Information Systems and Modelling in Economics and Management Science, Springer Verlag, Wien, Seite(n) 73-98, 2005
Original Titel:
Non-linear volatility modelling in classical and Bayesian frameworks with applications to risk management
Sprache des Titels:
Englisch
Original Buchtitel:
Adaptive Information Systems and Modelling in Economics and Management Science