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

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

Identiferoai:union.ndltd.org:OCLC/oai:xtcat.oclc.org:OCLCNo/276466463
Date January 2008
CreatorsCheng, Xixin.
Source SetsOCLC
LanguageEnglish
Detected LanguageEnglish
SourceClick to view the E-thesis via HKUTO

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