Use this URL to cite or link to this record in EThOS:
Title: Estimation of time-varying risk premia on stock market indices and exchange rates pricing macroeconomic variables : a multivariate GARCH-in-mean approach
Author: Sørensen, Steffen
Awarding Body: University of York
Current Institution: University of York
Date of Award: 2004
Availability of Full Text:
Access from EThOS:
Access from Institution:
No abstract available
Supervisor: Not available Sponsor: Not available
Qualification Name: Thesis (Ph.D.) Qualification Level: Doctoral
EThOS ID:  DOI: Not available