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Estimations for statistical arbitrage in horse racing markets.

Xiong, Liying. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2010. / Includes bibliographical references (leave 34). / Abstracts in English and Chinese. / Chapter 1 --- Introduction --- p.1 / Chapter 2 --- Hong Kong Horse Racing Market and Models in Horse Racing --- p.3 / Chapter 2.1 --- Hong Kong Horse Racing Market --- p.4 / Chapter 2.2 --- Models in Horse Racing --- p.5 / Chapter 3 --- Probit Regression Model Incorporating with Public Estimates --- p.9 / Chapter 3.1 --- Estimation under No Particular Conditions --- p.10 / Chapter 3.2 --- Estimators under Particular Condition --- p.15 / Chapter 4 --- Prediction and Testing --- p.23 / Chapter 4.1 --- Prediction of Win Probability --- p.24 / Chapter 5 --- Conclusion --- p.32 / Bibliography --- p.34

Identiferoai:union.ndltd.org:cuhk.edu.hk/oai:cuhk-dr:cuhk_327193
Date January 2010
ContributorsXiong, Liying., Chinese University of Hong Kong Graduate School. Division of Risk Management Science.
Source SetsThe Chinese University of Hong Kong
LanguageEnglish, Chinese
Detected LanguageEnglish
TypeText, bibliography
Formatprint, iii, 34 leaves ; 30 cm.
CoverageChina, Hong Kong
RightsUse of this resource is governed by the terms and conditions of the Creative Commons “Attribution-NonCommercial-NoDerivatives 4.0 International” License (http://creativecommons.org/licenses/by-nc-nd/4.0/)

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