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Filtering by: Advisor Zou, Jian Unit (Department) Mathematical Sciences

A comparative study on large multivariate volatility matrix modeling for high-frequency financial data

Keyword:

high-frequency financial data, ARVM, and DCC

Creator:

Jiang, Dongchen

Advisor:

Zou, Jian

Publisher:

Worcester Polytechnic Institute

Date Created:

2015-04-30

Resource Type:

Thesis

Degree:

MS

Unit (Department):

Mathematical Sciences