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Conference Paper: Optional asset allocation under GARCH model

TitleOptional asset allocation under GARCH model
Authors
Hui, WCYang, HYuen, KC
Issue Date1999
PublisherImperial College Press.
Citation
Proceedings of the Hong Kong International Worship on Statistics and Finance: An Interface, p. 336-346 How to Cite?
Persistent Identifierhttp://hdl.handle.net/10722/110122

 

DC FieldValueLanguage
dc.contributor.authorHui, WCen_HK
dc.contributor.authorYang, Hen_HK
dc.contributor.authorYuen, KCen_HK
dc.date.accessioned2010-09-26T01:52:10Z-
dc.date.available2010-09-26T01:52:10Z-
dc.date.issued1999en_HK
dc.identifier.citationProceedings of the Hong Kong International Worship on Statistics and Finance: An Interface, p. 336-346en_HK
dc.identifier.urihttp://hdl.handle.net/10722/110122-
dc.languageengen_HK
dc.publisherImperial College Press.en_HK
dc.relation.ispartofProceedings of the Hong Kong International Worship on Statistics and Finance: An Interfaceen_HK
dc.titleOptional asset allocation under GARCH modelen_HK
dc.typeConference_Paperen_HK
dc.identifier.emailYang, H: hlyang@hkusua.hku.hken_HK
dc.identifier.emailYuen, KC: kcyuen@hkusua.hku.hken_HK
dc.identifier.hkuros49243en_HK
dc.identifier.spage336en_HK
dc.identifier.epage346en_HK

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