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Long memory estimation of stochastic volatility for index prices

One of the typical ways of measuring risk associated with persistence in financial data set can be done through studies of long memory and volatility. Finance is a branch of economics concerned with resource allocation which deals with money, time and risk and their interrelation. The investors inve...

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Bibliographic Details
Main Author: Kho, Chia Chen
Format: Thesis
Language:English
Published: 2017
Subjects:
QA Mathematics
Online Access:http://eprints.utm.my/id/eprint/79339/1/KhoChiaChenPFS2017.pdf
http://eprints.utm.my/id/eprint/79339/
http://dms.library.utm.my:8080/vital/access/manager/Repository/vital:118663?site_name=Restricted+Repository&query=LONG+MEMORY+ESTIMATION+OF+STOCHASTIC+VOLATILITY+FOR+INDEX+PRICES&queryType=vitalDismax
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http://eprints.utm.my/id/eprint/79339/1/KhoChiaChenPFS2017.pdf
http://eprints.utm.my/id/eprint/79339/
http://dms.library.utm.my:8080/vital/access/manager/Repository/vital:118663?site_name=Restricted+Repository&query=LONG+MEMORY+ESTIMATION+OF+STOCHASTIC+VOLATILITY+FOR+INDEX+PRICES&queryType=vitalDismax

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