GARCH models for interest rates : the case of KLIBOR and LIBOR / by Chuah Lee Suan.

• المؤلف الرئيسي: Chuah, Lee Suan
• التنسيق: أطروحة
• منشور في: 2001
• الموضوعات: HA Statistics
• الوصول للمادة أونلاين: http://studentsrepo.um.edu.my/399/1/INTRO.pdf; http://studentsrepo.um.edu.my/399/2/CHAP1.pdf; http://studentsrepo.um.edu.my/399/3/CHAP2.pdf; http://studentsrepo.um.edu.my/399/4/CHAP3.pdf; http://studentsrepo.um.edu.my/399/5/CHAP4.pdf; http://studentsrepo.um.edu.my/399/6/CHAP5.pdf; http://studentsrepo.um.edu.my/399/7/CHAP6.pdf; http://studentsrepo.um.edu.my/399/8/APPENDIX.pdf; http://studentsrepo.um.edu.my/399/9/REF.pdf; http://www.pendeta.um.edu.my/uhtbin/cgisirsi/x/P01UTAMA/0/5?searchdata1="GARCH models for interest rates "{245}; http://studentsrepo.um.edu.my/399/