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A structural GARCH model an application to portfolio risk management /

Thesis (Ph.D. (Econometrics))-University of Pretoria, 2005. / Abstract in English. Includes bibliographical references. Available on the Internet via the World Wide Web.

Identiferoai:union.ndltd.org:OCLC/oai:xtcat.oclc.org:OCLCNo/61277051
Date January 2005
CreatorsDe Wet, Walter Albert.
PublisherPretoria : [s.n.],
Source SetsOCLC
LanguageEnglish
Detected LanguageEnglish

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