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 |
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Official URL: http://www.cass.city.ac.uk/research-and-faculty/fa...
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