Four essays on building conditional correlation GARCH models

Author(s)

Bibliographic Information

Four essays on building conditional correlation GARCH models

Tomoaki Nakatani

EFI Economic Research Institute, Stockholm School of Economics, 2010

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Note

Thesis (Ph.D.)--Stockholm School of Economics, 2010

Bibliography: p. 7-8

Details

  • NCID
    BB02947630
  • ISBN
    • 9789172588226
  • Country Code
    sw
  • Title Language Code
    eng
  • Text Language Code
    eng
  • Place of Publication
    Stockholm
  • Pages/Volumes
    xii, 156 p.
  • Size
    25 cm
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