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Application of multivariate GARCH in the minimum variance optimization of a multi-currency sovereign bond porfolio Anne Catherine G. Hernandez

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Material type: Text

TextPublication details: Manila De La Salle University 2012Description: xiv, 437pSubject(s):

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Dissertation note: Financial Engineering Master of Science

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Item type	Current library	Call number	Status	Date due	Barcode
Thesis and Dissertation	Commission on Higher Education		Available		CD-02219t

Financial Engineering Master of Science

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