2025-03-262025-03-2609-1997https://pyxida.aueb.gr/handle/123456789/4479Thesis - Athens University of Economics and Business. Postgraduate, Department of StatisticspdfStatisticsBayesian statisticsStatistical mathematicsStatistical dataEconometric modelsDiagnosticFinancial marketBayesian autoregressive conditional heteroscedasticity modelsText