GARCH models for interest rates : the case of KLIBOR and LIBOR /
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| 主要作者: | |
|---|---|
| 格式: | Thesis 图书 |
| 语言: | English |
| 出版: |
2001.
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| 主题: | |
| 在线阅读: | http://studentsrepo.um.edu.my/id/eprint/399 |
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| 001 | u694516 | ||
| 003 | SIRSI | ||
| 008 | 040116s2001 my a t 00 0 eng m | ||
| 035 | |a ADA-0870 | ||
| 040 | |a UMM | ||
| 090 | |a HA1 |b UM 2001 Chu | ||
| 100 | 1 | 0 | |a Chuah, Lee Suan. |
| 245 | 1 | 0 | |a GARCH models for interest rates : |b the case of KLIBOR and LIBOR / |c by Chuah Lee Suan. |
| 260 | |c 2001. | ||
| 300 | |a ii, 110 leaves : |b ill. ; |c 30 cm. | ||
| 502 | |a Dissertation (M.App.Stats.) -- Jabatan Statistik Gunaan, Fakulti Ekonomi dan Pentadbiran, Universiti Malaya, 2002. | ||
| 504 | |a Bibliography: leaves 108-110. | ||
| 610 | 2 | 0 | |a Kuala Lumpur Interbank Offered Rate |x Case studies |
| 610 | 2 | 0 | |a London Interbank Offered Rate |x Case studies |
| 650 | 0 | |a Interest rates |x Mathematical models. | |
| 710 | 2 | 0 | |a Universiti Malaya. |b Fakulti Ekonomi dan Pentadbiran. |
| 856 | |f IARC:A511948833 |z Click Here for Abstract and Table of Contents | ||
| 856 | 4 | 1 | |u http://studentsrepo.um.edu.my/id/eprint/399 |
| 948 | |a 16/01/2004 |b 04/10/2004 | ||
| 596 | |a 1 | ||
| 999 | |a HA1 UM 2001 CHU |w LC |c 1 |i A511375292 |d 11/5/2013 |e 11/5/2013 |f 25/3/2005 |g 1 |l STACKS |m P01UTAMA |n 5 |r Y |s Y |t TESIS |u 11/3/2005 |o .STAFF. DIGITISED | ||