NDLTD Global ETD Search
Return to search

Estimation of time-varying risk premia on stock market indices and exchange rates pricing macroeconomic variables : a multivariate GARCH-in-mean approach

No description available.
Links & Downloads
  1. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.416219
Tags
339.5
Additional Fields
Identiferoai:union.ndltd.org:bl.uk/oai:ethos.bl.uk:416219
Date January 2004
CreatorsSørensen, Steffen
PublisherUniversity of York
Source SetsEthos UK
Detected LanguageEnglish
TypeElectronic Thesis or Dissertation
Sourcehttp://etheses.whiterose.ac.uk/10957/

Page generated in 0.0015 seconds