"Application of ADL, VAR and VECM model on Chinese stock market"
Author(s)
Hu, Jingchuan
Type
Dissertation
Version
Imperial Users only
Date Issued
2010
Date Awarded
2010
Format Extent
1644180 bytes
Creator
Hu, Jingchuan
Publisher Department
Imperial College Business School
Publisher Institution
Imperial College London
Qualification Level
Masters
Qualification Name
MSc
Course Name
MSc Risk Management & Financial Engineering
