Return to search

Problems in time series and financial econometrics : linear methods for VARMA modelling, multivariate volatility analysis, causality and value-at-risk

Thèse numérisée par la Direction des bibliothèques de l'Université de Montréal.

  1. http://hdl.handle.net/1866/178
Identiferoai:union.ndltd.org:umontreal.ca/oai:papyrus.bib.umontreal.ca:1866/178
Date January 2004
CreatorsPelletier, Denis
ContributorsDufour, Jean-Marie, Meddahi, Nour
Source SetsUniversité de Montréal
LanguageEnglish
Detected LanguageFrench
TypeThèse ou Mémoire numérique / Electronic Thesis or Dissertation

Page generated in 0.0019 seconds