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ARVM
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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
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Masters Theses
1
Year
2015
1
Creator
Jiang, Dongchen
1
Advisor
Zou, Jian
1
Contributor
Zou, Jian
1
Unit (Department)
Mathematical Sciences
1
Publisher
Worcester Polytechnic Institute
1
Resource type
Thesis
1
