Publikationer
International Asset Pricing and the Benefits from World Market Diversification
Avdelning/ar:
Publiceringsår: 2002
Språk: Engelska
Publikation/Tidskrift/Serie: Working Papers, Department of Economics. Lund University
Nummer: 1
Fulltext:
Dokumenttyp: Working paper
Förlag: Department of Economics, Lund University
Sammanfattning
Disputation
Nyckelord
- Business and Economics
- international asset pricing
- portfolio diversification
- asymmetric and non-diagonal multivariate GARCH
- simulated annealing
Övrigt
Published
