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Title :A multivariate factor garch model: studies, extensions and applications
Creator :Diamantopoulos, Konstantinos F.
Contributor :Vrontos. I. (Επιβλέπων καθηγητής)
Athens University of Economics and Business, Department of Statistics (Degree granting institution)
Publisher :Athens University of Economics and Business
Type :Text
Extent :111p.
Language :en
Abstract :Thesis - Athens University of Economics and Business. Postgraduate, Department of Statistics
Subject :Statistical analysis
Statistical mathematics
Algorithms
Date Issued :12-2006

File: 80397.pdf

Type: application/pdf