A Comparison of GGM and LP with conventional times series modelling of international equities and bond returns
Author(s)
Suriwong, Phuchong
Type
Dissertation
Version
Imperial Users only
Date Issued
2008
Date Awarded
2008
Format Extent
5732514 bytes
Creator
Suriwong, Phuchong
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
