- Preview Available
- Dissertation or Thesis
GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROSKEDASTICITY WITH APPLICATIONS IN FINANCE (ARCH, CORRELATION STRUCTURE, GARCH, T-DISTRIBUTION, CAPM)
GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROSKEDASTICITY WITH APPLICATIONS IN FINANCE (ARCH, CORRELATION STRUCTURE, GARCH, T-DISTRIBUTION, CAPM)BOLLERSLEV, TIM PETER.
University of California, San Diego ProQuest Dissertations & Theses, 1986. 8622856.





