A Multivariate Long Memory Stochastic Volatility Model with Applications to Financial Markets
| Author | : Susanna Wing Yan Kwok |
| Publisher | : |
| Total Pages | : 240 |
| Release | : 2001 |
| ISBN-10 | : OCLC:49042751 |
| ISBN-13 | : |
| Rating | : 4/5 (51 Downloads) |
Book Synopsis A Multivariate Long Memory Stochastic Volatility Model with Applications to Financial Markets by : Susanna Wing Yan Kwok
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