subject:( portfolio theory)

Linköping University

1. Stark, Jens. The Chinese Equity Market : An Economic Inquiry into Investment Opportunities and Risks.

Degree: Management and Economics, 2002, Linköping University

URL: http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-1126

► The final aim of this thesis is to evaluate opportunities and risk factors of investing in China, in terms of pros and cons, and… (more)

Subjects/Keywords: Economics; Investments; equity market; China; emerging markets; portfolio theory.; Nationalekonomi; Economics; Nationalekonomi

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Stark, J. (2002). The Chinese Equity Market : An Economic Inquiry into Investment Opportunities and Risks. (Thesis). Linköping University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-1126

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Stark, Jens. “The Chinese Equity Market : An Economic Inquiry into Investment Opportunities and Risks.” 2002. Thesis, Linköping University. Accessed December 13, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-1126.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Stark, Jens. “The Chinese Equity Market : An Economic Inquiry into Investment Opportunities and Risks.” 2002. Web. 13 Dec 2019.

Vancouver:

Stark J. The Chinese Equity Market : An Economic Inquiry into Investment Opportunities and Risks. [Internet] [Thesis]. Linköping University; 2002. [cited 2019 Dec 13]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-1126.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Stark J. The Chinese Equity Market : An Economic Inquiry into Investment Opportunities and Risks. [Thesis]. Linköping University; 2002. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-1126

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Massey University

2. Xu, Qing. Assessing tail-related risk for heteroscedastic return series of Asian emerging equity markets : a thesis presented in partial fulfillment of the requirements for Master of Business Studies at Massey University .

Degree: 2003, Massey University

URL: http://hdl.handle.net/10179/11637

► High degrees of leptokurtosis, heteroscedasticity and asymmetries in return series are the common features of Asian emerging equity markets, especially during the financial crisis. Thus,… (more)

Subjects/Keywords: Extreme value theory; Risk management; Statistical methods; Portfolio management; Stocks – Asia

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Xu, Q. (2003). Assessing tail-related risk for heteroscedastic return series of Asian emerging equity markets : a thesis presented in partial fulfillment of the requirements for Master of Business Studies at Massey University . (Thesis). Massey University. Retrieved from http://hdl.handle.net/10179/11637

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Xu, Qing. “Assessing tail-related risk for heteroscedastic return series of Asian emerging equity markets : a thesis presented in partial fulfillment of the requirements for Master of Business Studies at Massey University .” 2003. Thesis, Massey University. Accessed December 13, 2019. http://hdl.handle.net/10179/11637.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Xu, Qing. “Assessing tail-related risk for heteroscedastic return series of Asian emerging equity markets : a thesis presented in partial fulfillment of the requirements for Master of Business Studies at Massey University .” 2003. Web. 13 Dec 2019.

Vancouver:

Xu Q. Assessing tail-related risk for heteroscedastic return series of Asian emerging equity markets : a thesis presented in partial fulfillment of the requirements for Master of Business Studies at Massey University . [Internet] [Thesis]. Massey University; 2003. [cited 2019 Dec 13]. Available from: http://hdl.handle.net/10179/11637.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Xu Q. Assessing tail-related risk for heteroscedastic return series of Asian emerging equity markets : a thesis presented in partial fulfillment of the requirements for Master of Business Studies at Massey University . [Thesis]. Massey University; 2003. Available from: http://hdl.handle.net/10179/11637

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

3. Παπαδάμου, Στέφανος. Ανάλυση απόδοσης διεθνούς χαρτοφυλακίου ομολογιών - μετοχών - συναλλάγματος.

Degree: 2002, University of Macedonia Economic and Social Sciences; Πανεπιστήμιο Μακεδονίας Οικονομικών και Κοινωνικών Επιστημών

URL: http://hdl.handle.net/10442/hedi/13332

► Βασικός σκοπός της διατριβής είναι η μελέτη της απόδοσης και του κινδύνου διεθνούς χαρτοφυλακίου επενδύσεων (ομολογιών, μετοχών και συναλλάγματος), μέσω της σύγχρονης εφαρμοσμένης οικονομετρικής ανάλυσης… (more)

▼ Βασικός σκοπός της διατριβής είναι η μελέτη της απόδοσης και του κινδύνου διεθνούς χαρτοφυλακίου επενδύσεων (ομολογιών, μετοχών και συναλλάγματος), μέσω της σύγχρονης εφαρμοσμένης οικονομετρικής ανάλυσης των χρονολογικών σειρών των συγκεκριμένων χρεογράφων στις διεθνείς αγορές. Η παρούσα διατριβή έχει σκοπό να συμβάλλει στη βέλτιστη διαχείριση ενός διεθνώς διαφοροποιημένου χαρτοφυλακίου που επενδύει, α) στις κρατικές ομολογιακές αγορές της Αμερικής, της Αγγλίας, της Γερμανίας, της Γαλλίας και του Καναδά, β) στην Ελληνική χρηματιστηριακή αγορά, γ) σε νομίσματα όπως το δολλάριο Αμερικής, η βρετανική λίρα, το γερμανικό μάρκο, η δραχμή, και δ) σε μια σειρά χαρτοφυλακίων αμοιβαίωνκεφαλαίων (Fund of Funds) διαφόρων κατηγοριών που επενδύουν στην Αμερική, την Ιαπωνία και την Αγγλία, απαντώντας σε μια σειρά από σημαντικά ερωτήματα έρευνας, τόσο στην αγορά ομολογιών και στην αγορά συναλλάγματος, όσο και στην διεθνή αγορά αμοιβαίων κεφαλαίων. Πιο συγκεκριμένα: • Ισχύει η θεωρία των Προσδοκιών της διάρθρωσης των επιτοκίων στις διεθνείς αγορές ομολογιών; • Στις αγορές κρατικών ομολογιών υπάρχουν αποκλίσεις από την υπόθεση της αποτελεσματικότητας (Efficient Market Hypothesis) που είναι κοινές σε κάποιες χώρες; • Μπορούν να κατασκευασθούν υποδείγματα που να ερμηνεύουν το ασφάλιστρο κινδύνου (term premium) στις διεθνείς αγορές κρατικών ομολογιών; • Υπάρχει δυνατότητα πρόβλεψης των ημερήσιων αποδόσεων και του κινδύνου αξιόγραφων στην ελληνική αγορά κεφαλαίου και στην αγορά ξένου συναλλάγματος; • Μπορούν να κατασκευασθούν υποδείγματα που να ερμηνεύουν την συμπεριφορά των συναλλαγματικών τιμών; • Μπορεί η τεχνική ανάλυση να χρησιμοποιηθεί ως εργαλείο πρόβλεψης των συναλλαγματικών τιμών, • Ποια τα οφέλη από την διεθνή διαφοροποίηση ενός διεθνούς χαρτοφυλακίου αμοιβαίων κεφαλαίων (Fund of Funds); • Ποια τα οφέλη από την κάλυψη έναντι συναλλαγματικού κινδύνου για τα διεθνή χαρτοφυλάκια αμοιβαίων κεφαλαίων (Fund of Funds); Το θεωρητικό υπόβαθρο της παρούσας εργασίας αναφέρεται στην γνωστική περιοχή των Διεθνών Χρηματοπιστωτικών Αγορών (International Financial Markets), που αποτελεί μέρος της ευρύτερης εφαρμοσμένης χρηματοοικονομικής επιστήμης. Η παρούσα εργασία κάνοντας χρήση σύγχρονης οικονομετρικής μεθοδολογίας όπως η στατιστική ανάλυση χρηματοοικονομικών χρονικών σειρών και οι τεχνικές προβλέψεων προσπαθεί να διερευνήσει την απόδοση ενός διεθνούς χαρτοφυλακίου μελετώντας ειδικότερα: • Τις βασικές θεωρίες διάρθρωσης επιτοκίων σε ένα διεθνές περιβάλλον (Term Structure Theories). • Τη θεωρία αποτελεσματικότητας των διεθνών αγορών και κατ' επέκταση την προβλεψιμότητα της συμπεριφοράς των τίτλων (Market Efficiency and Forecasting). • Την εφαρμογή σύγχρονων τεχνικών πρόβλεψης, όπως τα υποδείγματα χρονολογικών σειρών ARMA, ARCH-GARCH, η θεωρία του Χάους και η Τεχνική ανάλυση (Financial Time Series models, Chaos Theory, Technical analysis,). • Τη Διεθνή διαφοροποίηση και τη διαχείριση του συναλλαγματικού κινδύνου (International Diversification and Currency risk management), κάνοντας χρήση της Θεωρίας χαρτοφυλακίου (Portfolio theory) και της…

Subjects/Keywords: Χαρτοφυλάκια; Ομόλογα; Μετοχές; Συνάλλαγμα; Θεωρία χάους; Portfolio; Bonds; Stocks; Currencies; Chaos theory

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Παπαδάμου, . �. (2002). Ανάλυση απόδοσης διεθνούς χαρτοφυλακίου ομολογιών - μετοχών - συναλλάγματος. (Thesis). University of Macedonia Economic and Social Sciences; Πανεπιστήμιο Μακεδονίας Οικονομικών και Κοινωνικών Επιστημών. Retrieved from http://hdl.handle.net/10442/hedi/13332

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Παπαδάμου, Στέφανος. “Ανάλυση απόδοσης διεθνούς χαρτοφυλακίου ομολογιών - μετοχών - συναλλάγματος.” 2002. Thesis, University of Macedonia Economic and Social Sciences; Πανεπιστήμιο Μακεδονίας Οικονομικών και Κοινωνικών Επιστημών. Accessed December 13, 2019. http://hdl.handle.net/10442/hedi/13332.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Παπαδάμου, Στέφανος. “Ανάλυση απόδοσης διεθνούς χαρτοφυλακίου ομολογιών - μετοχών - συναλλάγματος.” 2002. Web. 13 Dec 2019.

Vancouver:

Παπαδάμου �. Ανάλυση απόδοσης διεθνούς χαρτοφυλακίου ομολογιών - μετοχών - συναλλάγματος. [Internet] [Thesis]. University of Macedonia Economic and Social Sciences; Πανεπιστήμιο Μακεδονίας Οικονομικών και Κοινωνικών Επιστημών; 2002. [cited 2019 Dec 13]. Available from: http://hdl.handle.net/10442/hedi/13332.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Παπαδάμου �. Ανάλυση απόδοσης διεθνούς χαρτοφυλακίου ομολογιών - μετοχών - συναλλάγματος. [Thesis]. University of Macedonia Economic and Social Sciences; Πανεπιστήμιο Μακεδονίας Οικονομικών και Κοινωνικών Επιστημών; 2002. Available from: http://hdl.handle.net/10442/hedi/13332

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

University of South Africa

4. Laubscher, Eugene Rudolph. Capital market theories and pricing models : evaluation and consolidation of the available body of knowledge.

Degree: 2001, University of South Africa

URL: http://hdl.handle.net/10500/17174

► The study investigates whether the main capital market theories and pricing models provide a reasonably accurate description of the working and efficiency of capital markets,… (more)

Subjects/Keywords: Efficient Market Hypothesis (EMH); Portfolio therapy; Arbitrage Pricing Theory (APT); Capital Asset Pricing Model (CAPM); Black-Scholes; Options; Diversification; Risk; Return; Accounting theory

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Laubscher, E. R. (2001). Capital market theories and pricing models : evaluation and consolidation of the available body of knowledge. (Masters Thesis). University of South Africa. Retrieved from http://hdl.handle.net/10500/17174

Chicago Manual of Style (16^th Edition):

Laubscher, Eugene Rudolph. “Capital market theories and pricing models : evaluation and consolidation of the available body of knowledge.” 2001. Masters Thesis, University of South Africa. Accessed December 13, 2019. http://hdl.handle.net/10500/17174.

MLA Handbook (7^th Edition):

Laubscher, Eugene Rudolph. “Capital market theories and pricing models : evaluation and consolidation of the available body of knowledge.” 2001. Web. 13 Dec 2019.

Vancouver:

Laubscher ER. Capital market theories and pricing models : evaluation and consolidation of the available body of knowledge. [Internet] [Masters thesis]. University of South Africa; 2001. [cited 2019 Dec 13]. Available from: http://hdl.handle.net/10500/17174.

Council of Science Editors:

Laubscher ER. Capital market theories and pricing models : evaluation and consolidation of the available body of knowledge. [Masters Thesis]. University of South Africa; 2001. Available from: http://hdl.handle.net/10500/17174

ETH Zürich

5. Rüegg, Marcel B. Default and recovery risk valuation in incomplete markets.

Degree: 2001, ETH Zürich

URL: http://hdl.handle.net/20.500.11850/145256

Subjects/Keywords: PORTFOLIOTHEORIE (OPERATIONS RESEARCH); KREDITFRAGEN + KREDITARTEN; RISIKOTHEORIE (WAHRSCHEINLICHKEITSRECHNUNG); PORTFOLIO SELECTION (OPERATIONS RESEARCH); CREDIT RELATED ISSUES + TYPES OF CREDIT; RISK THEORY (PROBABILITY THEORY); info:eu-repo/classification/ddc/510; Mathematics

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Rüegg, M. B. (2001). Default and recovery risk valuation in incomplete markets. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/145256

Chicago Manual of Style (16^th Edition):

Rüegg, Marcel B. “Default and recovery risk valuation in incomplete markets.” 2001. Doctoral Dissertation, ETH Zürich. Accessed December 13, 2019. http://hdl.handle.net/20.500.11850/145256.

MLA Handbook (7^th Edition):

Rüegg, Marcel B. “Default and recovery risk valuation in incomplete markets.” 2001. Web. 13 Dec 2019.

Vancouver:

Rüegg MB. Default and recovery risk valuation in incomplete markets. [Internet] [Doctoral dissertation]. ETH Zürich; 2001. [cited 2019 Dec 13]. Available from: http://hdl.handle.net/20.500.11850/145256.

Council of Science Editors:

Rüegg MB. Default and recovery risk valuation in incomplete markets. [Doctoral Dissertation]. ETH Zürich; 2001. Available from: http://hdl.handle.net/20.500.11850/145256

6. Vliet, Pim. Downside Risk And Empirical Asset Pricing.

Degree: 2004, Erasmus Research Institute of Management

URL: http://hdl.handle.net/1765/1819

► textabstractCurrently, the Nobel prize winning Capital Asset Pricing Model (CAPM) celebrates its 40th birthday. Although widely applied in financial management, this model does not fully… (more)

Subjects/Keywords: Asset pricing theory; Benchmark portfolios; CAPM; Momentum; Three-factor model; downside risk; efficiency; investors; market; portfolios; risk; risk aversion; stock market portfolio; stocks

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Vliet, P. (2004). Downside Risk And Empirical Asset Pricing. (Doctoral Dissertation). Erasmus Research Institute of Management. Retrieved from http://hdl.handle.net/1765/1819

Chicago Manual of Style (16^th Edition):

Vliet, Pim. “Downside Risk And Empirical Asset Pricing.” 2004. Doctoral Dissertation, Erasmus Research Institute of Management. Accessed December 13, 2019. http://hdl.handle.net/1765/1819.

MLA Handbook (7^th Edition):

Vliet, Pim. “Downside Risk And Empirical Asset Pricing.” 2004. Web. 13 Dec 2019.

Vancouver:

Vliet P. Downside Risk And Empirical Asset Pricing. [Internet] [Doctoral dissertation]. Erasmus Research Institute of Management; 2004. [cited 2019 Dec 13]. Available from: http://hdl.handle.net/1765/1819.

Council of Science Editors:

Vliet P. Downside Risk And Empirical Asset Pricing. [Doctoral Dissertation]. Erasmus Research Institute of Management; 2004. Available from: http://hdl.handle.net/1765/1819

Linköping University

7. Brushammar, Tobias. An Optimization-Based Approach to the Funding of a Loan Portfolio.

Degree: Mathematics, 2004, Linköping University

URL: http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-2664

► This thesis grew out of a problem encountered by a subsidiary of a Swedish multinational industrial corporation. This subsidiary is responsible for the corporation’s… (more)

Subjects/Keywords: Mathematical optimization, systems theory; Financial Optimization; Stochastic Programming; Loan and Lease Portfolio Management; Principal Component Analysis; Monte Carlo Simulation; Multi-Currency Scenario Generation; Optimeringslära, systemteori; Optimization, systems theory; Optimeringslära, systemteori

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Brushammar, T. (2004). An Optimization-Based Approach to the Funding of a Loan Portfolio. (Thesis). Linköping University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-2664

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Brushammar, Tobias. “An Optimization-Based Approach to the Funding of a Loan Portfolio.” 2004. Thesis, Linköping University. Accessed December 13, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-2664.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Brushammar, Tobias. “An Optimization-Based Approach to the Funding of a Loan Portfolio.” 2004. Web. 13 Dec 2019.

Vancouver:

Brushammar T. An Optimization-Based Approach to the Funding of a Loan Portfolio. [Internet] [Thesis]. Linköping University; 2004. [cited 2019 Dec 13]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-2664.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Brushammar T. An Optimization-Based Approach to the Funding of a Loan Portfolio. [Thesis]. Linköping University; 2004. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-2664

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Linköping University

8. Grill, Tomas. A Financial Optimization Approach to Quantitative Analysis of Long Term Government Debt Management in Sweden.

Degree: Mathematics, 2003, Linköping University

URL: http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-2223

► The Swedish National Debt Office (SNDO) is the Swedish Government’s financial administration. It has several tasks and the main one is to manage the… (more)

Subjects/Keywords: Mathematical optimization; systems theory; Financial Optimization; Stochastic Programming; Government Debt; Debt Portfolio Management; Treasury Bond; Treasury Bill; Macroeconomic Simulation; Stochastic Process; Autoregressive Process; Markov Chain; K-Means Clustering; Scenario Tree; Optimeringslära; systemteori; Optimization, systems theory; Optimeringslära, systemteori

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Grill, T. (2003). A Financial Optimization Approach to Quantitative Analysis of Long Term Government Debt Management in Sweden. (Thesis). Linköping University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-2223

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Grill, Tomas. “A Financial Optimization Approach to Quantitative Analysis of Long Term Government Debt Management in Sweden.” 2003. Thesis, Linköping University. Accessed December 13, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-2223.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Grill, Tomas. “A Financial Optimization Approach to Quantitative Analysis of Long Term Government Debt Management in Sweden.” 2003. Web. 13 Dec 2019.

Vancouver:

Grill T. A Financial Optimization Approach to Quantitative Analysis of Long Term Government Debt Management in Sweden. [Internet] [Thesis]. Linköping University; 2003. [cited 2019 Dec 13]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-2223.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Grill T. A Financial Optimization Approach to Quantitative Analysis of Long Term Government Debt Management in Sweden. [Thesis]. Linköping University; 2003. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-2223

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

ETH Zürich

9. Audrino, Francesco. Statistical methods for high-multivariate financial time series.

Degree: 2002, ETH Zürich

URL: http://hdl.handle.net/20.500.11850/146169

Subjects/Keywords: ZEITREIHENANALYSE (MATHEMATISCHE STATISTIK); FINANZMATHEMATIK + WIRTSCHAFTSMATHEMATIK; NICHTPARAMETRISCHE SCHÄTZUNG (MATHEMATISCHE STATISTIK); VOLATILITÄT (FINANZEN); RISIKOTHEORIE (WAHRSCHEINLICHKEITSRECHNUNG); PORTFOLIOTHEORIE (OPERATIONS RESEARCH); TIME SERIES ANALYSIS (MATHEMATICAL STATISTICS); FINANCIAL MATHEMATICS + MATHEMATICAL ECONOMICS; NONPARAMETRIC ESTIMATION (MATHEMATICAL STATISTICS); VOLATILITY (FINANCE); RISK THEORY (PROBABILITY THEORY); PORTFOLIO SELECTION (OPERATIONS RESEARCH); info:eu-repo/classification/ddc/510; Mathematics

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Audrino, F. (2002). Statistical methods for high-multivariate financial time series. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/146169

Chicago Manual of Style (16^th Edition):

Audrino, Francesco. “Statistical methods for high-multivariate financial time series.” 2002. Doctoral Dissertation, ETH Zürich. Accessed December 13, 2019. http://hdl.handle.net/20.500.11850/146169.

MLA Handbook (7^th Edition):

Audrino, Francesco. “Statistical methods for high-multivariate financial time series.” 2002. Web. 13 Dec 2019.

Vancouver:

Audrino F. Statistical methods for high-multivariate financial time series. [Internet] [Doctoral dissertation]. ETH Zürich; 2002. [cited 2019 Dec 13]. Available from: http://hdl.handle.net/20.500.11850/146169.

Council of Science Editors:

Audrino F. Statistical methods for high-multivariate financial time series. [Doctoral Dissertation]. ETH Zürich; 2002. Available from: http://hdl.handle.net/20.500.11850/146169

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