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Title : | Evaluating market risk through arch econometric models: a multivariate case |
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Creator : | Sogiakas, Vasilios I. |
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Contributor : | Vrontos, I. (Επιβλέπων καθηγητής) Athens University of Economics and Business, Department of Statistics (Degree granting institution) |
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Publisher : | Athens University of Economics and Business |
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Type : | Text |
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Extent : | 174p. |
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Language : | en |
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Abstract : | Thesis - Athens University of Economics and Business.Postgraduate, Department of Statistics |
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Subject : | Evaluation Market Risk Case studies Econometric models |
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Date Issued : | 01-2006 |
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