Portfolio Single Index (PSI) Multivariate Volatility Models

M. Asai, Michael Mcaleer, B.S.A. Da Veiga

    Research output: Chapter in Book/Conference paperConference paper

    1 Citation (Scopus)
    Original languageEnglish
    Title of host publicationMODSIM 2005 International Conference on Modelling and Simulation
    Editors Zerger, A. Argent, R.M.
    Place of PublicationAustralia
    PublisherModelling and Simulation Society of Australia and New Zealand Inc.
    Pages2288-2295
    Volume0
    EditionMelbourne
    ISBN (Print)0975840010
    Publication statusPublished - 2005
    EventPortfolio Single Index (PSI) Multivariate Volatility Models - Melbourne
    Duration: 1 Jan 2005 → …

    Conference

    ConferencePortfolio Single Index (PSI) Multivariate Volatility Models
    Period1/01/05 → …

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