Financial market volatility : statistical models and empirical analysis

R.J. Mahieu

Research output: ThesisDoctoral ThesisInternal

153 Downloads (Pure)
Original languageEnglish
QualificationDoctor of Philosophy
Awarding Institution
  • Maastricht University
Supervisors/Advisors
  • Schotman, Peter, Supervisor
  • Wolff, Christiaan, Supervisor
Award date24 Nov 1995
Place of PublicationMaastricht
Publisher
Print ISBNs9052782016
Publication statusPublished - 1 Jan 1995

Cite this

Mahieu, R. J. (1995). Financial market volatility : statistical models and empirical analysis. Datawyse / Universitaire Pers Maastricht.