Multivariate Garch modelling for european banking and portuguese firms
In the present work, an empirical study is made in two different periods of time (02/01/2006 – 11/04/2014 and 01/08/2007 – 01/07/2010), about the time structure of the daily return rates correlations in the European Bank Sector and Portuguese firms with different market capitalization. For this purp...
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| Formato: | masterThesis |
| Idioma: | eng |
| Publicado em: |
2015
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| Assuntos: | |
| Texto completo: | http://hdl.handle.net/10071/9384 |
| País: | Portugal |
| Oai: | oai:repositorio.iscte-iul.pt:10071/9384 |