GARCH models for interest rates : the case of KLIBOR and LIBOR / by Chuah Lee Suan.

Chuah, Lee Suan (2001) GARCH models for interest rates : the case of KLIBOR and LIBOR / by Chuah Lee Suan. Masters thesis, University of Malaya. .

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                    Item Type: Thesis (Masters)
                    Additional Information: Dissertation (M.App.Stats.) -- Jabatan Statistik Gunaan, Fakulti Ekonomi dan Pentadbiran, Universiti Malaya, 2002.
                    Uncontrolled Keywords: Interest rates--Mathematical models.
                    Subjects: H Social Sciences > HA Statistics
                    Divisions: Faculty of Economics & Administration
                    Depositing User: Puan Norashikin Ismail
                    Date Deposited: 07 Apr 2012 19:53
                    Last Modified: 16 Jul 2013 13:16
                    URI: http://studentsrepo.um.edu.my/id/eprint/399

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