GARCH models for interest rates : the case of KLIBOR and LIBOR /

GARCH models for interest rates : the case of KLIBOR and LIBOR /

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Bibliographic Details
Main Author: Chuah, Lee Suan
Format: Thesis Book
Language:English
Published: 2001.
Subjects:
Kuala Lumpur Interbank Offered Rate > Case studies
London Interbank Offered Rate > Case studies
Interest rates > Mathematical models.
Online Access:http://studentsrepo.um.edu.my/id/eprint/399
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Description
Physical Description:ii, 110 leaves : ill. ; 30 cm.
Bibliography:Bibliography: leaves 108-110.

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