Unrestricted VC-MGARCH: An extension of VC-MGARCH and evidence from financial indices
Master's
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| Format: | Theses and Dissertations |
| Language: | English |
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2019
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| Online Access: | https://scholarbank.nus.edu.sg/handle/10635/161023 |
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sg-nus-scholar.10635-1610232019-11-01T13:14:45Z Unrestricted VC-MGARCH: An extension of VC-MGARCH and evidence from financial indices VU THANH HAI ECONOMICS ZENG JINLI Multivariate Garch, Time-Varying Correlations, Real Estate, day of the week effect Master's MASTER OF SOCIAL SCIENCES 2019-10-31T18:03:43Z 2019-10-31T18:03:43Z 2008-03-13 Thesis VU THANH HAI (2008-03-13). Unrestricted VC-MGARCH: An extension of VC-MGARCH and evidence from financial indices. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/161023 en |
| institution |
National University of Singapore |
| building |
NUS Library |
| country |
Singapore |
| collection |
ScholarBank@NUS |
| language |
English |
| topic |
Multivariate Garch, Time-Varying Correlations, Real Estate, day of the week effect |
| spellingShingle |
Multivariate Garch, Time-Varying Correlations, Real Estate, day of the week effect VU THANH HAI Unrestricted VC-MGARCH: An extension of VC-MGARCH and evidence from financial indices |
| description |
Master's |
| author2 |
ECONOMICS |
| author_facet |
ECONOMICS VU THANH HAI |
| format |
Theses and Dissertations |
| author |
VU THANH HAI |
| author_sort |
VU THANH HAI |
| title |
Unrestricted VC-MGARCH: An extension of VC-MGARCH and evidence from financial indices |
| title_short |
Unrestricted VC-MGARCH: An extension of VC-MGARCH and evidence from financial indices |
| title_full |
Unrestricted VC-MGARCH: An extension of VC-MGARCH and evidence from financial indices |
| title_fullStr |
Unrestricted VC-MGARCH: An extension of VC-MGARCH and evidence from financial indices |
| title_full_unstemmed |
Unrestricted VC-MGARCH: An extension of VC-MGARCH and evidence from financial indices |
| title_sort |
unrestricted vc-mgarch: an extension of vc-mgarch and evidence from financial indices |
| publishDate |
2019 |
| url |
https://scholarbank.nus.edu.sg/handle/10635/161023 |
| _version_ |
1681100152161435648 |