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Monte Carlo study of Whittle estimator in multivariate CCC EGARCH model
Author(s)
Dudko, Pawel
Type
Dissertation
Version
Imperial Users only
Date Issued
2013
Date Awarded
2013
URI
Format Extent
370313 bytes
Creator
Dudko, Pawel
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