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Analysis of Hedge Fund Performance with Time Varying Volatility Using GARCH Model
Author(s)
Tong, Wai Chiu
Type
Dissertation
Version
Imperial Users only
Date Issued
2007
Date Awarded
2007
URI
Format Extent
312085 bytes
Creator
Tong, Wai Chiu
Publisher Department
Imperial College Business School
Publisher Institution
Imperial College London
Qualification Level
Masters
Qualification Name
MSc
Course Name
MSc Finance