Multivariate GARCH models using copula, nonparametric and semiparametric methods

by Long, Xiangdong, Ph.D., University of California, Riverside, 2005 , 88 pages; AAT 3191675


http://proquest.umi.com/pqdlink?Ver=1&Exp=05-17-2016&FMT=7&DID=1014316341&RQT=309&attempt=1&cfc=1

谢谢你们