Prediction and assessment of multivariate asset price distributions with applications to value at risk :: Economic & Social Research Council 2001 :: OBNB, the Open British National Bibliography

Publication Data

Title Prediction and assessment of multivariate asset price distributions with applications to value at risk
Contributor Economic and Social Research Council
Publisher Economic & Social Research Council
Publication date 2001
Publication location Swindon
Language English

Descriptive Notes

Title from PDF title page (viewed on 17 Mar., 2010).
Publisher's ref. no.: R022250134.

Topics

Business forecasting
Econometrics
Stock exchanges
England

Catalogue Data

OBNB ID GBB040642
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book

ISBD

P1053 16 p.
P1042 Includes bibliographical references.

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Prediction and assessment of multivariate asset price distributions with applications to value at risk. Published by Economic & Social Research Council in 2001. Publication and catalogue information, links to buy online and reader comments.