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
Date available in CRO: 15 Apr 2013 14:52
Date of first online publication: 1998
URI: https://openaccess.city.ac.uk/id/eprint/2238
[img]
Preview
PDF
Download (2MB) | Preview

Export

Downloads

Downloads per month over past year

View more statistics

Actions (login required)

Admin Login Admin Login