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Financial Risk Management with Bayesian Estimation of GARCH Models

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Overall attention for this book and its chapters
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2 X users

Citations

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68 Mendeley
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Title
Financial Risk Management with Bayesian Estimation of GARCH Models
Published by
Springer-Verlag Berlin Heidelberg, January 2008
DOI 10.1007/978-3-540-78657-3
ISBNs
978-3-54-078656-6, 978-3-54-078657-3
Authors

Ardia, David, David Ardia

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The data shown below were collected from the profiles of 2 X users who shared this research output. Click here to find out more about how the information was compiled.
Mendeley readers

Mendeley readers

The data shown below were compiled from readership statistics for 68 Mendeley readers of this research output. Click here to see the associated Mendeley record.

Geographical breakdown

Country Count As %
Germany 2 3%
Spain 1 1%
Indonesia 1 1%
Switzerland 1 1%
Brazil 1 1%
Greece 1 1%
Unknown 61 90%

Demographic breakdown

Readers by professional status Count As %
Student > Ph. D. Student 12 18%
Researcher 10 15%
Student > Bachelor 8 12%
Unspecified 8 12%
Professor > Associate Professor 5 7%
Other 25 37%
Readers by discipline Count As %
Economics, Econometrics and Finance 26 38%
Business, Management and Accounting 10 15%
Unspecified 9 13%
Mathematics 9 13%
Computer Science 4 6%
Other 10 15%