News-generated dependence and optimal portfolios for n stocks in a market of Barndorff-Nielsen and Shephard type
Licentiate thesis, 2004

Author

CARL LINDBERG

University of Gothenburg

Chalmers, Department of Mathematics

Subject Categories

Computational Mathematics

Department of Mathematics, Chalmers University of Technology and Göteborg University: 2004:41

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Created

10/6/2017