GARCH models for interest rates : the case of KLIBOR and LIBOR / by Chuah Lee Suan.

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GARCH models for interest rates : the case of KLIBOR and LIBOR / by Chuah Lee Suan.

Bibliographic Details
Main Author:	Chuah, Lee Suan
Format:	Thesis
Published:	2001
Subjects:	HA Statistics
Online Access:	http://www.pendeta.um.edu.my/uhtbin/cgisirsi/x/P01UTAMA/0/5?searchdata1="GARCH models for interest rates "{245} http://studentsrepo.um.edu.my/399/1/INTRO.pdf http://studentsrepo.um.edu.my/399/2/CHAP1.pdf http://studentsrepo.um.edu.my/399/3/CHAP2.pdf http://studentsrepo.um.edu.my/399/4/CHAP3.pdf http://studentsrepo.um.edu.my/399/5/CHAP4.pdf http://studentsrepo.um.edu.my/399/6/CHAP5.pdf http://studentsrepo.um.edu.my/399/7/CHAP6.pdf http://studentsrepo.um.edu.my/399/8/APPENDIX.pdf http://studentsrepo.um.edu.my/399/9/REF.pdf

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