Properties and evaluation of volatility models /

Description

Diss. Stockholm : Handelshögsk., 2004.

Links & Downloads

1. http://www.hhs.se/efi/summary/641.htm

Tags

GARCH.

Additional Fields

Identifer	oai:union.ndltd.org:OCLC/oai:xtcat.oclc.org:OCLCNo/186372150
Date	January 2004
Creators	Malmsten, Hans,
Publisher	Stockholm : Economic Research Institute, Stockholm School of Economics (Ekonomiska forskningsinstitutet vid Handelshögsk.) (EFI),
Source Sets	OCLC
Language	English
Detected Language	Swedish
Source	Summary by EFI