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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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書目詳細資料
主要作者:	Kho, Chia Chen
格式:	Thesis
語言:	English
出版:	2017
主題:	QA Mathematics
在線閱讀:	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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