Return to search

Testing for jumps and modeling volatility in asset prices

Thesis (Ph.D.)--George Mason University, 2009. / Vita: p. 160. Thesis director: James E. Gentle. Submitted in partial fulfillment of the requirements for the degree of Doctor of Philosophy in Computational Sciences and Informatics. Title from PDF t.p. (viewed Oct. 12, 2009). Includes bibliographical references. Also issued in print.

Identiferoai:union.ndltd.org:OCLC/oai:xtcat.oclc.org:OCLCNo/460705321
Date January 2009
CreatorsBjursell, Johan.
PublisherFairfax, VA : George Mason University,
Source SetsOCLC
LanguageEnglish
Detected LanguageEnglish

Page generated in 0.0015 seconds