Developments in Measuring and Modeling Financial Volatility

P. Janus

Research output: PhD ThesisPhD Thesis - Research VU, graduation VUAcademic

Original languageEnglish
QualificationPhD
Awarding Institution
  • Vrije Universiteit Amsterdam
Supervisors/Advisors
  • Koopman, S.J., Supervisor
  • Bos, C.S., Co-supervisor
Award date16 Feb 2012
Place of PublicationAmsterdam
Publisher
Publication statusPublished - 2012

Bibliographical note

Naam instelling promotie: VU Vrije Universiteit
Naam instelling onderzoek: VU Vrije Universiteit

Cite this

Janus, P. (2012). Developments in Measuring and Modeling Financial Volatility. Amsterdam: Thela Thesis/TI.
Janus, P.. / Developments in Measuring and Modeling Financial Volatility. Amsterdam : Thela Thesis/TI, 2012.
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year = "2012",
language = "English",
publisher = "Thela Thesis/TI",
school = "Vrije Universiteit Amsterdam",

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Janus, P 2012, 'Developments in Measuring and Modeling Financial Volatility', PhD, Vrije Universiteit Amsterdam, Amsterdam.

Developments in Measuring and Modeling Financial Volatility. / Janus, P.

Amsterdam : Thela Thesis/TI, 2012.

Research output: PhD ThesisPhD Thesis - Research VU, graduation VUAcademic

TY - THES

T1 - Developments in Measuring and Modeling Financial Volatility

AU - Janus, P.

N1 - Naam instelling promotie: VU Vrije Universiteit Naam instelling onderzoek: VU Vrije Universiteit

PY - 2012

Y1 - 2012

M3 - PhD Thesis - Research VU, graduation VU

PB - Thela Thesis/TI

CY - Amsterdam

ER -

Janus P. Developments in Measuring and Modeling Financial Volatility. Amsterdam: Thela Thesis/TI, 2012.