Bayesian Estimation of Dsge Models

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)

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.
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 (Repost)

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

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)

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.

Estimation of stochastic input-output models: Some statistical problems  eBooks & eLearning

Posted by fdts at Dec. 4, 2016
Estimation of stochastic input-output models: Some statistical problems

Estimation of stochastic input-output models: Some statistical problems
by S.D. Gerking
English | 2013 | ISBN: 9020706284 | 100 pages | PDF | 3.06 MB

Prior Processes and Their Applications: Nonparametric Bayesian Estimation, Second Edition  eBooks & eLearning

Posted by Underaglassmoon at Aug. 1, 2016
Prior Processes and Their Applications: Nonparametric Bayesian Estimation, Second Edition

Prior Processes and Their Applications: Nonparametric Bayesian Estimation, Second Edition
Springer | Statistics | August 28, 2016 | ISBN-10: 3319327887 | 327 pages | pdf | 3.14 mb

Authors: Phadia, Eswar G.
Presents a systematic and comprehensive treatment of various prior processes
Provides valuable resource for nonparametric Bayesian analysis of big data
Includes a section on machine learning
Shows practical examples
Prior Processes and Their Applications: Nonparametric Bayesian Estimation

Eswar G. Phadia - Prior Processes and Their Applications: Nonparametric Bayesian Estimation
Published: 2013-07-25 | ISBN: 3642392792, 3642429319 | PDF | 207 pages | 2.21 MB