Record link: 
http://hdl.handle.net/20.500.12708/182883
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Title: 
Data-driven modeling of returns for financial assets by multivariate ARX- and GARCH-models
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Citation: 
Gams, K. (2003). Data-driven modeling of returns for financial assets by multivariate ARX- and GARCH-models [Diploma Thesis, Technische Universität Wien]. reposiTUm. http://hdl.handle.net/20.500.12708/182883
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CatalogPlus: 
AC04055602
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Publication Type: 
Thesis - Diplomarbeit
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Language: 
English
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Authors: 
Gams, Klaus 
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Advisor: 
Deistler, Manfred 
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Organisational Unit: 
E105 - Institut für Wirtschaftsmathematik 
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Date (published): 
2003
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Number of Pages: 
149
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Appears in Collections:
Thesis

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