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Fourier method for the measurement of univariate and multivariate volatility in the presence of high frequency data

Includes bibliographical references (leaves 75-77).

Identiferoai:union.ndltd.org:netd.ac.za/oai:union.ndltd.org:uct/oai:localhost:11427/4386
Date January 2007
CreatorsMalherbe, Chanel
ContributorsWilcox, Diane
PublisherUniversity of Cape Town, Faculty of Science, Department of Statistical Sciences
Source SetsSouth African National ETD Portal
LanguageEnglish
Detected LanguageEnglish
TypeMaster Thesis, Masters, MSc
Formatapplication/pdf

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