Wang, Mingjin and Yao, Qiwei (2005) Modelling multivariate volatilities: an ad hoc method. In: Fan, Jianqing and Li, Gang, (eds.) Contemporary multivariate analysis and experimental designs: in celebration of professor Kai-Tai Fang's 65th birthday. World Scientific, Singapore, pp. 87-97. ISBN 9789812561206
|
PDF
Download (353Kb) | Preview |
| Item Type: | Book Section |
|---|---|
| Official URL: | http://www.worldscientific.com/ |
| Additional Information: | © 2005 World Scientific |
| Library of Congress subject classification: | H Social Sciences > HA Statistics |
| Sets: | Collections > Economists Online Departments > Statistics |
| Rights: | http://www.lse.ac.uk/library/rights/LSERO.htm |
| URL: | http://eprints.lse.ac.uk/22886/ |
Actions (login required)
 |
Record administration - authorised staff only |
