Conditional Volatility and Correlations of Weekly Returns and the VaR Analysis of 2008 Stock Market

DSpace/Manakin Repository

Conditional Volatility and Correlations of Weekly Returns and the VaR Analysis of 2008 Stock Market

Pesaran, M Hashem
URI: http://www.dspace.cam.ac.uk/handle/1810/229464
Date: 2010-04

Show full item record

Find Full text

Files in this item

Icon
Name: 1025.pdf
Size: 1.548Mb
Format: PDF
View/Open

This item appears in the following Collection(s)

Help

Search the Repository


Browse

My Account