A stochastic asset model using vector auto-regression

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

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Item Type: Monograph (Working Paper)
Subjects: H Social Sciences > HG Finance
Divisions: Cass Business School > Faculty of Actuarial Science & Insurance > Faculty of Actuarial Science & Insurance Actuarial Research Reports
URI: http://openaccess.city.ac.uk/id/eprint/2238

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