- Document type:
- Diplomarbeit
- Author(s):
- Irene Schreiber
- Title:
- Equities, Credits and Volatilities: A Multivariate AR-GARCH Analysis of the European Market
- Advisor:
- Claudia Klüppelberg, Niklas Wagner, Gernot Müller
- Year:
- 2009
- Year / month:
- 2009-05
- Month:
- May
- Language:
- en
- University:
- Technische Universität München
- Faculty:
- Fakultät für Mathematik
- Format:
- Text
- BibTeX