Asymptotic theory for the sample autocorrelataion and the extremes of stochastic volatility models

Publikation: Bog/antologi/afhandling/rapportPh.d.-afhandlingForskning

  • Ali M.E. Abdelrahman
OriginalsprogEngelsk
ForlagMuseum Tusculanum
Antal sider109
ISBN (Trykt)978-87-91927-94-2
StatusUdgivet - 2008

ID: 21596494