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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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書誌詳細
第一著者:	Kho, Chia Chen
フォーマット:	学位論文
言語:	English
出版事項:	2017
主題:	QA Mathematics
オンライン･アクセス:	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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