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- 2014
-
Mark
DYNAMIC PORTFOLIO STRATEGY - USING A MULTIVARIATE GARCH MODEL
(
- Master (Two yrs)
- 2011
-
Mark
Dynamic optimal hedge ratios: Evidence from Asian stock futures markets
(
- Master (One yr)
- 2009
-
Mark
Examining the market linkage between the US stock market and the oil market: A multivariate GARCH approach
(
- Master (One yr)