Author:
Ardia David,Hoogerheide Lennart F.
Reference32 articles.
1. Financial Risk Management with Bayesian Estimation of GARCH Models;D Ardia;Lecture Notes in Economics and Mathematical Systems,2008
2. Monte Carlo methods for efficient evaluation of marginal likelihood;Computational Statistics & Data Analysis
3. Rethinking Risk Measurement and Reporting -Volume II: Examples and Applications from Finance;D Ardia;Risk Books,2010