Multivariate financial econometrics: with applications to volatility modelling, option pricing and asset allocation

  • Julian Williams

Student thesis: Doctoral ThesisPhD

Abstract

Date of Award2007
Original languageEnglish
Awarding Institution
  • University of Bath

Cite this

Multivariate financial econometrics: with applications to volatility modelling, option pricing and asset allocation
Williams, J. (Author). 2007

Student thesis: Doctoral ThesisPhD