Common Factors in Stochastic Volatility of Asset Returns and New Developments of the Generalized Method of Moments


Autoria(s): Dovonon, Prosper
Contribuinte(s)

Gonçalves, Sílvia

Renault, Éric

Data(s)

19/11/2007

19/11/2007

01/11/2007

Formato

1309785 bytes

application/pdf

Identificador

http://hdl.handle.net/1866/1962

Idioma(s)

en

Relação

a1.3 g 109

Tipo

Thèse ou Mémoire numérique / Electronic Thesis or Dissertation