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A multivariate threshold stochastic volatility model /

Thesis (M.Phil.)--Hong Kong University of Science and Technology, 2005. / Includes bibliographical references (leaves 52-54). Also available in electronic version.

Identiferoai:union.ndltd.org:OCLC/oai:xtcat.oclc.org:OCLCNo/71786492
Date January 2005
CreatorsChoi, Chiu Yee.
Source SetsOCLC
LanguageEnglish
Detected LanguageEnglish
SourceView abstract or full-text.

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