Problems in Time Series and Financial Econometrics: Linear Methods for VARMA Modelling, Multivariate Volatility Analysis, Causality and Value-at-Risk.
| Contribuinte(s) |
Dufour, Jean-Marie Meddahi, Nour |
|---|---|
| Data(s) |
21/09/2006
21/09/2006
01/05/2004
|
| Formato |
9303980 bytes application/pdf |
| Identificador |
PELLETIER, Denis, «Problems in Time Series and Financial Econometrics: Linear Methods for VARMA Modelling, Multivariate Volatility Analysis, Causality and Value-at-Risk.», (Jean-Marie DUFOUR, directeur de recherche; Nour MEDDAHI, co-directeur de recherche), thèse de doctorat, Département de sciences économiques, Université de Montréal, mai 2004. a1.3 g 100 |
| Tipo |
Thèse ou Mémoire numérique / Electronic Thesis or Dissertation |
