Multivariate simultaneous generalized autoregressive conditional heteroskedasticity

Author(s)

• Kroner, Kenneth F.

Bibliographic Information

Multivariate simultaneous generalized autoregressive conditional heteroskedasticity

Kroner, Kenneth F

UMI, 1988

Microform（Microfilm Reel）

Note

Thesis (Ph.D.)--University of California, San Diego, 1988

"Dissertations on finance of main universities in America"--Container

Details

• NCID: BB03958202
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Ann Arbor, Mich.
• Pages/Volumes: 1 microfilm reel
• Size: 35 mm
• Subject Headings:
  • LCSH : Economics -- Mathematical models
  • LCSH : Regression analysis