City Research Online

A stochastic asset model using vector auto-regression

Wright, I. D. (1998). A stochastic asset model using vector auto-regression (Actuarial Research Paper No. 108). London, UK: Faculty of Actuarial Science & Insurance, City University London.

Publication Type: Monograph (Working Paper)
Subjects: H Social Sciences > HG Finance
Departments: Bayes Business School > Actuarial Science & Insurance > Actuarial Research Reports
[thumbnail of 108-ARC.pdf]
Preview
PDF
Download (2MB) | Preview

Export

Add to AnyAdd to TwitterAdd to FacebookAdd to LinkedinAdd to PinterestAdd to Email

Downloads

Downloads per month over past year

View more statistics

Actions (login required)

Admin Login Admin Login