Multivariate GARCH-in-mean and regime switching in intertemporal and international capital asset pricing models: three applied essays
2001
Details
Title
Multivariate GARCH-in-mean and regime switching in intertemporal and international capital asset pricing models: three applied essays
Author
Cappiello, Lorenzo
Publisher
Genève, Institut universitaire de hautes études internationales
Date
2001
Pagination
213 p.
Other Physical Details
ill.
Call Number
HEITH 611
Content Type
PhD Theses
Record Created
2011-06-03
Record ID
1262
Creation Credits Note
Directeurs de thèse: Professeurs Hans Genberg et Charles Wyplosz