Multivariate GARCH Modeling and Comparison to Real Kernel Estimates.

dc.contributor.advisorDouglas Pearce, Co-Chairen_US
dc.contributor.advisorDenis Pelletier, Co-Chairen_US
dc.contributor.advisorJohn Seater, Memberen_US
dc.contributor.advisorWalter Thurman, Memberen_US
dc.contributor.advisorStephen Reynolds, Graduate School Representativeen_US
dc.contributor.authorYu, Yanruen_US
dc.date.accepted2012-04-10en_US
dc.date.accessioned2012-04-12T05:31:07Z
dc.date.available2012-04-12T05:31:07Z
dc.date.defense2012-03-29en_US
dc.date.issued2012-03-29en_US
dc.date.released2012-04-12en_US
dc.date.reviewed2012-03-30en_US
dc.date.submitted2012-03-29en_US
dc.degree.disciplineEconomicsen_US
dc.degree.leveldissertationen_US
dc.degree.nameDoctor of Philosophyen_US
dc.identifier.otherdeg1627en_US
dc.identifier.urihttp://www.lib.ncsu.edu/resolver/1840.16/7598
dc.rightsen_US
dc.titleMultivariate GARCH Modeling and Comparison to Real Kernel Estimates.en_US

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