A new statistic to the theory of correlation stability testing in financial market

Testing the stability of correlation structures is an active research area involving the applications of multivariate analysis in financial market such as stock market analysis, risk management, market equity, general financial and economic studies, and real estates. In the financial market, the num...

Full description

Saved in:
Bibliographic Details
Main Author: Sharif, Shamshuritawati
Format: Thesis
Language:English
Published: 2013
Subjects:
Online Access:http://eprints.utm.my/id/eprint/33758/5/ShamshuritawatiSharifPFS2013.pdf
Tags: Add Tag
No Tags, Be the first to tag this record!

Similar Items