Denis Pelletier
Original record- Institution
- Université de Montréal
- Year
- 2004
- Country
- Canada
- MGP identifier
- 213084
Dissertation: Problems in Time Series and Financial Econometrics : Linear Methods for VARMA Modelling, Multivariate Volatility Analysis, Causality and Value-at-Risk
Mathematics Subject Classification: 91—Game theory, economics, social and behavioral sciences
Advisor 1
- Jean-Marie DufourThe University of Chicago · 1979
Students 1
| Name | Institution | Year | Students |
|---|---|---|---|
| Agir Kurmanj | North Carolina State University | 2009 | 0 |