Now showing items 1-2 of 2

    • Extreme Value GARCH modelling with Bayesian Inference 

      Oxley, L.; Scarrott, C.; Reale, M.; Zhao, X. (University of Canterbury. Department of Economics and FinanceUniversity of Canterbury. Mathematics and Statistics, 2009)
      Extreme value theory is widely used financial applications such as risk analysis, forecasting and pricing models. One of the major difficulties in the applications to finance and economics is that the assumption of ...
    • Extreme Value GARCH modelling with Bayesian Inference 

      Zhao, X.; Oxley, L.; Scarrott, C.; Reale, M. (University of Canterbury. Department of Economics and FinanceUniversity of Canterbury. Mathematics and Statistics, 2009)
      Extreme value theory is widely used financial applications such as risk analysis, forecasting and pricing models. One of the major difficulties in the applications to finance and economics is that the assumption of ...