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 |