Generalized autoregressive conditional heteroscedastic modeling in finance : inferences from stock prices

Thumbnail Image
Files
Lim_Generalized_autoregressive.pdf(4.33 MB)
Date
2008
Authors
Lim, See Tong.
Journal Title
Journal ISSN
Volume Title
Publisher
Abstract
Description
Keywords
Citation
URI
http://hdl.handle.net/1993/21211
Collections
FGS - Electronic Theses and Practica