A survey of multivariate GARCH models
| buir.advisor | Yiğit, Taner | |
| dc.contributor.author | Taş, Mustafa Anıl | |
| dc.date.accessioned | 2016-01-08T18:08:15Z | |
| dc.date.available | 2016-01-08T18:08:15Z | |
| dc.date.issued | 2008 | |
| dc.description | Cataloged from PDF version of article. | en_US |
| dc.description | Includes bibliographical refences. | en_US |
| dc.description.abstract | This paper reviews the recent developments in the multivariate GARCH literature. Most common multivariate GARCH models and their properties are briefly presented. | en_US |
| dc.description.statementofresponsibility | Taş, Mustafa Anıl | en_US |
| dc.format.extent | v, 22 leaves | en_US |
| dc.identifier.uri | http://hdl.handle.net/11693/14799 | |
| dc.language.iso | English | en_US |
| dc.rights | info:eu-repo/semantics/openAccess | en_US |
| dc.subject | Multivariate GARCH | en_US |
| dc.subject | Volatility | en_US |
| dc.subject.lcc | HB141 .T37 2008 | en_US |
| dc.subject.lcsh | Econometric models. | en_US |
| dc.title | A survey of multivariate GARCH models | en_US |
| dc.type | Thesis | en_US |
| thesis.degree.discipline | Economics | |
| thesis.degree.grantor | Bilkent University | |
| thesis.degree.level | Master's | |
| thesis.degree.name | MA (Master of Arts) |
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