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Financial Risk Management with Bayesian Estimation of GARCH Models

Overview of attention for book
Attention for Chapter 7: Bayesian Estimation of the Markov-Switching GJR(1, 1) Model with Student- t Innovations
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Citations

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Chapter title
Bayesian Estimation of the Markov-Switching GJR(1, 1) Model with Student- t Innovations
Chapter number 7
Book title
Financial Risk Management with Bayesian Estimation of GARCH Models
Published by
Springer, Berlin, Heidelberg, January 2008
DOI 10.1007/978-3-540-78657-3_7
Book ISBNs
978-3-54-078656-6, 978-3-54-078657-3
Mendeley readers

Mendeley readers

The data shown below were compiled from readership statistics for 2 Mendeley readers of this research output. Click here to see the associated Mendeley record.

Geographical breakdown

Country Count As %
Germany 1 50%
Unknown 1 50%

Demographic breakdown

Readers by professional status Count As %
Researcher 1 50%
Student > Master 1 50%
Readers by discipline Count As %
Environmental Science 1 50%
Economics, Econometrics and Finance 1 50%