Inference and Testing in Multivariate GARCH Models

Publikation: Bog/antologi/afhandling/rapportPh.d.-afhandlingForskning

OriginalsprogEngelsk
UdgivelsesstedCopenhagen
ForlagDepartment of Economics, University of Copenhagen
Antal sider137
ISBN (Trykt)9788791342988
StatusUdgivet - 2015

ID: 151898252