Modeling Multivariate volatilities via most predictable factor

Modeling Multivariate volatilities via most predictable factor

Master's

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Bibliographic Details
Main Author: FU JINGYU
Other Authors: STATISTICS & APPLIED PROBABILITY
Format: Theses and Dissertations
Language:English
Published: 2010
Subjects:
multivariate volatilities; most predictable factor; linear combination;conditional variation; regression;time series
Online Access:http://scholarbank.nus.edu.sg/handle/10635/18435
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Institution: National University of Singapore
Language: English

Internet

http://scholarbank.nus.edu.sg/handle/10635/18435

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