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Filtro per: Contributor Zou, Jian Parola chiave high-frequency financial data

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

Parola chiave:

high-frequency financial data, ARVM, and DCC

Creatore:

Jiang, Dongchen

Advisor:

Zou, Jian

Editore:

Worcester Polytechnic Institute

data di creazione:

2015-04-30

Resource Type:

Thesis

Degree:

MS

Unit (Department):

Mathematical Sciences