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...
Saved in:
| Main Author: | |
|---|---|
| Format: | Thesis |
| Language: | English |
| Published: |
2017
|
| Subjects: | |
| 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 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|