000 00614nam a22001817a 4500
001 ched28913332
005 20240425163021.0
008 130402t xxu||||| |||| 00| 0 eng d
050 _aCD-02219t
099 _c5692
_d5692
100 _aHernandez, Anne Catherine G.
245 _aApplication of multivariate GARCH in the minimum variance optimization of a multi-currency sovereign bond porfolio
_cAnne Catherine G. Hernandez
260 _aManila
_bDe La Salle University
_c2012
300 _axiv, 437p.
502 _aFinancial Engineering
_bMaster of Science
630 _aFinancial Engineering
942 _cTD
999 _c5081
_d5081