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Application of multivariate GARCH in the minimum variance optimization of a multi-currency sovereign bond porfolio

Hernandez, Anne Catherine G.

Application of multivariate GARCH in the minimum variance optimization of a multi-currency sovereign bond porfolio Anne Catherine G. Hernandez - Manila De La Salle University 2012 - xiv, 437p.

Financial Engineering

Subjects--Uniform Titles:
Financial Engineering

LC Class. No.: CD-02219t

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