Forecasting Volatility with Univeriate Averaging Models: A Value at Risk Application
Author(s)
Amaxopoulos, Fotios
Type
Dissertation
Version
Imperial Users only
Date Issued
2006
Date Awarded
2006
Format Extent
422923 bytes
Creator
Amaxopoulos, Fotios
Description Note
Distinction
Publisher Department
Imperial College Business School
Publisher Institution
Imperial College London
Qualification Level
Masters
Qualification Name
MSc
Course Name
MSc Finance
