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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
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