Asymptotic theory for the sample autocorrelataion and the extremes of stochastic volatility models
Publikation: Bog/antologi/afhandling/rapport › Ph.d.-afhandling › Forskning
Standard
Asymptotic theory for the sample autocorrelataion and the extremes of stochastic volatility models. / Abdelrahman, Ali M.E.
Museum Tusculanum, 2008. 109 s.Publikation: Bog/antologi/afhandling/rapport › Ph.d.-afhandling › Forskning
Harvard
Abdelrahman, AME 2008, Asymptotic theory for the sample autocorrelataion and the extremes of stochastic volatility models. Museum Tusculanum.
APA
Abdelrahman, A. M. E. (2008). Asymptotic theory for the sample autocorrelataion and the extremes of stochastic volatility models. Museum Tusculanum.
Vancouver
Abdelrahman AME. Asymptotic theory for the sample autocorrelataion and the extremes of stochastic volatility models. Museum Tusculanum, 2008. 109 s.
Author
Bibtex
@phdthesis{be30bdf0b11111df825b000ea68e967b,
title = "Asymptotic theory for the sample autocorrelataion and the extremes of stochastic volatility models",
author = "Abdelrahman, {Ali M.E.}",
year = "2008",
language = "English",
isbn = "978-87-91927-94-2",
publisher = "Museum Tusculanum",
}
RIS
TY - BOOK
T1 - Asymptotic theory for the sample autocorrelataion and the extremes of stochastic volatility models
AU - Abdelrahman, Ali M.E.
PY - 2008
Y1 - 2008
M3 - Ph.D. thesis
SN - 978-87-91927-94-2
BT - Asymptotic theory for the sample autocorrelataion and the extremes of stochastic volatility models
PB - Museum Tusculanum
ER -
ID: 21596494