Dynamic relationship between crude oil price return and stock market return : multivariate threshold GARCH approach

Author(s)

Date Issued

2014

URI

Description

"16th January 2014"

Title from cover.

Thesis (B.A.) -- Hong Kong Shue Yan University, 2014.

Includes bibliographical references (leaves 38-39).

iv, 39 leaves

Type

Thesis

File(s)

Name

91023201.pdf

Size

1.5 MB

Format

Adobe PDF

Checksum

(not present)

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