Robust volatility measures and multivariate models for volatilities and returns with financial applications / Tan Shay Kee
Volatility of asset prices in the financial market is not directly observable. Various return-based models have been proposed to estimate the volatility using daily closing prices. With the availability of intraday information such as the opening, highest, lowest and closing prices, many volatili...
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| Format: | Thesis |
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2022
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| Online Access: | http://studentsrepo.um.edu.my/14725/2/Tay_Shay_Kee.pdf http://studentsrepo.um.edu.my/14725/1/Tan_Shay_Kee.pdf http://studentsrepo.um.edu.my/14725/ |
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