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Filtragem por: Advisor Zou, Jian Collections Masters Theses

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

Palavra-chave:: high-frequency financial data, ARVM, and DCC
O Criador:: Jiang, Dongchen
Advisor:: Zou, Jian
Editor:: Worcester Polytechnic Institute
Data Criada:: 2015-04-30
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences