Bayesian Estimation of Dsge Models

Bayesian Estimation of DSGE Models  eBooks & eLearning

Posted by Underaglassmoon at Jan. 13, 2017
Bayesian Estimation of DSGE Models

Bayesian Estimation of DSGE Models
Princeton | English | 2016 | ISBN-10: 0691161089 | 296 pages | PDF | 7.18 mb

by Edward P. Herbst (Author), Frank Schorfheide (Author)
Financial Risk Management with Bayesian Estimation of GARCH Models: Theory and Applications (Repost)

David Ardia, "Financial Risk Management with Bayesian Estimation of GARCH Models: Theory and Applications"
2008 | pages: 204 | ISBN: 3540786562 | PDF | 7,4 mb
Financial Risk Management with Bayesian Estimation of GARCH Models: Theory and Applications [Repost]

Financial Risk Management with Bayesian Estimation of GARCH Models: Theory and Applications By Dr. David Ardia
English | Springer (2008) | ISBN-10: 3540786562 | 206 pages | ُPDF | 7.40 MB

This book presents methodologies for the Bayesian estimation of GARCH models and their application to financial risk management. The study of these models from a Bayesian viewpoint is relatively recent and can be considered very promising due to the advantages of the Bayesian approach, in particular the possibility of obtaining small-sample results and integrating these results in a formal decision model. The first two chapters introduce the work and give an overview of the Bayesian paradigm for inference. The next three chapters describe the estimation of the GARCH model with Normal innovations and the linear regression models with conditionally Normal and Student-t-GJR errors. The sixth chapter shows how agents facing different risk perspectives can select their optimal Value at Risk Bayesian point estimate and documents that the differences between individuals can be substantial in terms of regulatory capital. The last chapter proposes the estimation of a Markov-switching GJR model.

Financial Risk Management with Bayesian Estimation of GARCH Models (Repost)  eBooks & eLearning

Posted by step778 at June 11, 2014
Financial Risk Management with Bayesian Estimation of GARCH Models (Repost)

David Ardia, "Financial Risk Management with Bayesian Estimation of GARCH Models: Theory and Applications"
2008 | pages: 203 | ISBN: 3540786562 | PDF | 7,4 mb

Financial Risk Management with Bayesian Estimation of GARCH Models (Repost)  eBooks & eLearning

Posted by DZ123 at Nov. 19, 2010
Financial Risk Management with Bayesian Estimation of GARCH Models (Repost)

Financial Risk Management with Bayesian Estimation of GARCH Models
Publisher: Springer | ISBN: 3540786562 | edition 2008 | PDF | 206 pages | 5,1 mb

This book presents methodologies for the Bayesian estimation of GARCH models and their application to financial risk management. The study of these models from a Bayesian viewpoint is relatively recent and can be considered very promising due to the advantages of the Bayesian approach, in particular the possibility of obtaining small-sample results and integrating these results in a formal decision model.

Introduction to Bayesian Estimation and Copula Models of Dependence  eBooks & eLearning

Posted by nebulae at March 14, 2017
Introduction to Bayesian Estimation and Copula Models of Dependence

Arkady Shemyakin, Alexander Kniazev, "Introduction to Bayesian Estimation and Copula Models of Dependence"
English | ISBN: 1118959019 | 2017 | 352 pages | PDF | 8 MB
Inflation versus Price-Level Targeting: Bayesian Estimation of a Small Open DSGE Model for Switzerland

Inflation versus Price-Level Targeting: Bayesian Estimation of a Small Open DSGE Model for Switzerland (BestMasters) by Lukas Heim
English | 2014 | ISBN: 3658082275 | 69 pages | PDF | 1,5 MB

Option Pricing and Estimation of Financial Models with R (repost)  eBooks & eLearning

Posted by libr at Dec. 11, 2015
Option Pricing and Estimation of Financial Models with R (repost)

Option Pricing and Estimation of Financial Models with R by Stefano M. Iacus
English | May 24, 2011 | ISBN: 0470745843 | 478 pages | PDF | 4,4 MB

Option Pricing and Estimation of Financial Models with R (repost)  eBooks & eLearning

Posted by interes at Nov. 30, 2013
Option Pricing and Estimation of Financial Models with R (repost)

Option Pricing and Estimation of Financial Models with R by Stefano M. Iacus
1 edition | English | May 24, 2011 | ISBN: 0470745843 | 478 pages | PDF | 4,4 MB

The aim of this book is twofold. The first goal is to summarize elementary and advanced topics on modern option pricing: from the basic models of the Black & Scholes theory to the more sophisticated approach based on Lévy processes and other jump processes.

Economic Dynamics in Discrete Time  eBooks & eLearning

Posted by interes at Sept. 6, 2015
Economic Dynamics in Discrete Time

Economic Dynamics in Discrete Time by Jianjun Miao
English | 2014 | ISBN: 0262027615 | 736 pages | PDF | 4 MB