Unrestricted VC-MGARCH: An extension of VC-MGARCH and evidence from financial indices

Unrestricted VC-MGARCH: An extension of VC-MGARCH and evidence from financial indices

Master's

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Bibliographic Details
Main Author: VU THANH HAI
Other Authors: ECONOMICS
Format: Theses and Dissertations
Language:English
Published: 2019
Subjects:
Multivariate Garch, Time-Varying Correlations, Real Estate, day of the week effect
Online Access:https://scholarbank.nus.edu.sg/handle/10635/161023
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Institution: National University of Singapore
Language: English

Internet

https://scholarbank.nus.edu.sg/handle/10635/161023

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