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

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

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/rapportPh.d.-afhandlingForskning

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

Abdelrahman, Ali M.E. / Asymptotic theory for the sample autocorrelataion and the extremes of stochastic volatility models. Museum Tusculanum, 2008. 109 s.

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