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Applying GARCH for examining CAPM and APT across time

Author: Nasreen Soufian; Manchester Metropolitan University.
Publisher: Manchester : Graduate Business School, Manchester Metropolitan University, 2002.
Series: Manchester Metropolitan University Business School working paper series, WP02/01.
Edition/Format:   Print book : EnglishView all editions and formats
Database:WorldCat
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Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Nasreen Soufian; Manchester Metropolitan University.
OCLC Number: 50739501
Notes: Number WP02/01 applied to several unrelated items in the series.
Description: [1], 36, [3] leaves ; 30 cm.
Series Title: Manchester Metropolitan University Business School working paper series, WP02/01.
Responsibility: Nasreen Soufian.

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