Multivariate volatility modeling of medium and large size portfolios
Multivariate volatility modeling of medium and large size portfolios
dissertation thesis (DEFENDED)
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http://hdl.handle.net/20.500.11956/106690Identifiers
Study Information System: 172970
Collections
- Kvalifikační práce [20600]
Author
Advisor
Referee
Kočenda, Evžen
Ellington, Michael
Jawadi, Fred
Faculty / Institute
Faculty of Social Sciences
Discipline
Economics
Department
Institute of Economic Studies
Date of defense
4. 6. 2019
Publisher
Univerzita Karlova, Fakulta sociálních vědLanguage
Czech
Grade
Pass
