Financial market volatility: Statistical models and empirical analysis

R.J. Mahieu

Research output: ThesisDoctoral Thesis

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Original languageEnglish
QualificationDoctor of Philosophy
Awarding Institution
  • Rijksuniversiteit Limburg, Maastricht
Supervisors/Advisors
  • Schotman, P.C., Promotor, External person
  • Wolff, C.C.P., Promotor, External person
Place of PublicationMaastricht
Publisher
Print ISBNs9052782016
Publication statusPublished - 1995
Externally publishedYes

Cite this

Mahieu, R. J. (1995). Financial market volatility: Statistical models and empirical analysis. Universitaire Pers Maastricht.