A Novel Non-Linear GARCH framework for Modelling the Volatility of Heteroskedastic Time Series

Bodhanwala, Maneck (2014) A Novel Non-Linear GARCH framework for Modelling the Volatility of Heteroskedastic Time Series. PhD thesis, University of Sheffield.

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Awarding institution: University of Sheffield
Academic Units: The University of Sheffield > Faculty of Engineering (Sheffield) > Automatic Control and Systems Engineering (Sheffield)
Identification Number/EthosID (e.g. uk.bl.ethos.123456): uk.bl.ethos.595250
Depositing User: Dr Maneck Bodhanwala
Date Deposited: 07 Apr 2014 11:18
Last Modified: 03 Oct 2016 11:04

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