2010 Internal Research Faculty of Business, Environment and Society conference

  • Jacek Niklewski (Speaker)

    Activity: Participating in or organising an eventParticipation in conference

    Description

    Multivariate GARCH models – A comparative study of the impact of alternative methodologies on correlation and portfolio optimisation
    Period2 Jul 2010
    Event typeConference
    LocationCoventry, United KingdomShow on map