Vrontos, Ioannis D.1997-09-012025-03-261997-09https://pyxida.aueb.gr/handle/123456789/4479https://doi.org/10.26219/heal.aueb.6207Thesis - Athens University of Economics and Business. Postgraduate, Department of StatisticspdfStatisticsBayesian statisticsStatistical mathematicsStatistical dataEconometric modelsDiagnosticFinancial marketBayesian autoregressive conditional heteroscedasticity modelsTextDellaportas, P.