Volatility Estimation and Forecasting in the Presence of Structural Breaks - A Case Study of BRIC Countries
Author(s)
Sun, Dalong
Type
Thesis or dissertation
Version
Imperial Users only
Date Issued
2013
Date Awarded
2013
Format Extent
1171433 bytes
Creator
Sun, Dalong
Description Note
Distinction
Publisher Department
Imperial College Business School
Publisher Institution
Imperial College London
Qualification Level
Masters
Qualification Name
MSc
Course Name
MSc Risk Management & Financial Engineering