A survey of multivariate GARCH models
Is this your thesis?
This record came from a bulk archive import. If it’s yours, link it to your profile.
Abstract (TR)
Bu çalışma çok değişkenli GARCH literatüründeki son gelişmeleri incelemiştir. En yaygın çok değişkenli GARCH modelleri ve bunların özellikleri kısaca sunulmuştur.
Author
Mustafa Anıl Taş
Institution
How to Cite
Mustafa Anıl Taş (Yüksek Lisans Tezi). A survey of multivariate GARCH models, 2008, İhsan Doğramacı Bilkent University, İktisat Bölümü.
License
Tüm Hakları Saklıdır
This work is shared under the specified license terms.
More theses from İhsan Doğramacı Bilkent University
- A study over tax and relationship formed around taxation in the Ottoman Empire (16th-17th century)(2019)
- Random sets and choquet-type representations(2021)
- Oil price surges and the yield curve(2024)
- Living alone: Pathways, experiences and future expectations(2025)
- On the road to detente: Turkish foreign policy after the Johnson Letter(2021)
- The Lower Danube in Late Antiquity: The case of Histria(2023)