Bayesian estimation of correlation matrices: Application to the Multivariate GARCH model
| Contribuinte(s) |
McCausland, William |
|---|---|
| Data(s) |
16/09/2008
16/09/2008
01/08/2008
|
| Formato |
683531 bytes application/pdf |
| Identificador | |
| Idioma(s) |
en |
| Relação |
a1.1 g 1104 |
| Tipo |
Travail aux cycles supérieurs / Graduate student work |
