Research Catalog

Analysis of financial risk in a GARCH framework

Title
Analysis of financial risk in a GARCH framework / Monica Ahlstedt.
Author
Ahlstedt, Monica.
Publication
Helsinki : Bank of Finland, 1998.

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Details

Description
179 pages : illustrations; 25 cm.
Series Statement
Bank of Finland studies. E, 1238-1691 ; 11
Uniform Title
Bank of Finland studies. E ; 11.
Subjects
Bibliography (note)
  • Includes bibliographical references (p. 171-178).
Language (note)
  • Summary in Swedish.
ISBN
9516865178
OCLC
ocm39330548
Owning Institutions
Columbia University Libraries