Browse by Authors and EditorsNumber of items: 1. Kyaw Swar, Linn (2020) Modelling and Forecasting Volatility of Equity Market Indices And Gold Using Univariate GARCH Models: Evidence from Singapore. [Dissertation (University of Nottingham only)] |
Browse by Authors and EditorsNumber of items: 1. Kyaw Swar, Linn (2020) Modelling and Forecasting Volatility of Equity Market Indices And Gold Using Univariate GARCH Models: Evidence from Singapore. [Dissertation (University of Nottingham only)] |