Several truncated models for market weights are discussed. To summarize, the new truncated ordered stick breaking model introduced give restrictions on the ranks of the markets weights and show better fitting results for real data sets. / Thesis / Master of Science (MSc)
| Identifer | oai:union.ndltd.org:mcmaster.ca/oai:macsphere.mcmaster.ca:11375/20520 |
| Date | January 2016 |
| Creators | He, Mu |
| Contributors | Feng, Shui, Mathematics and Statistics |
| Source Sets | McMaster University |
| Language | English |
| Detected Language | English |
| Type | Thesis |
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