A test for financial contagion a multivariate GARCH approach /

Description

Thesis (Ph. D.)--Texas A & M University, 2003. / Vita. Includes bibliographical references (leaves 81-83).

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1. http://catalog.hathitrust.org/api/volumes/oclc/61111174.html

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Identifer	oai:union.ndltd.org:OCLC/oai:xtcat.oclc.org:OCLCNo/647588218
Date	January 2003
Creators	Choe, Kwang-Il.
Source Sets	OCLC
Language	English
Detected Language	English