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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书目详细资料
主要作者:	Chuah, Lee Suan
格式:	Thesis 图书
语言:	English
出版:	2001.
主题:	Kuala Lumpur Interbank Offered Rate > Case studies London Interbank Offered Rate > Case studies Interest rates > Mathematical models.
在线阅读:	http://studentsrepo.um.edu.my/id/eprint/399
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