Mixture time series models and their applications in volatility estimation and statistical arbitrage trading

Description

Thesis (M. Phil.)--University of Hong Kong, 2008. / Includes bibliographical references (leaf 99-108) Also available in print.

Links & Downloads

1. http://sunzi.lib.hku.hk/hkuto/record/B40988053

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Additional Fields

Identifer	oai:union.ndltd.org:OCLC/oai:xtcat.oclc.org:OCLCNo/276466463
Date	January 2008
Creators	Cheng, Xixin.
Source Sets	OCLC
Language	English
Detected Language	English
Source	Click to view the E-thesis via HKUTO