Browsing by Subject VaR diagnostics
Showing results 2 to 2 of 2
| Preview | Issue Date | Title | Author(s) |
|---|---|---|---|
| Jun-2007 | Modelling Volatilities and Conditional Correlations in Futures Markets with a Multivariate t Distribution | Pesaran, Bahram; Pesaran, M Hashem |
Showing results 2 to 2 of 2

