Multivariate GARCH-in-mean and regime switching in intertemporal and international capital asset pricing models: three applied essays


Publication infos:
Genève, Institut universitaire de hautes études internationales, 2001
Publication year:
2001
Number of pages:
213 p.
PhD Director(s):
Directeurs de thèse: Professeurs Hans Genberg et Charles Wyplosz
Call number:
HEITH 611



 Record created 2011-06-03, last modified 2018-01-28


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