Hernandez, Anne Catherine G. <br/><br/>
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. 
<br/><br/>Financial Engineering 
<br/><br/><label>Subjects--Uniform Titles: </label><br/>Financial Engineering
<br/><br/><label>LC Class. No.: </label>CD-02219t