Spectral analysis of high-frequency finance

Thesis: M. Eng., Massachusetts Institute of Technology, Department of Electrical Engineering and Computer Science, 2016. === This electronic version was submitted by the student author. The certified thesis is available in the Institute Archives and Special Collections. === Cataloged from student-s...

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Bibliographic Details
Main Author: Zhang, Yuqing, M. Eng Massachusetts Institute of Technology
Other Authors: Andrew W. Lo.
Format: Others
Language:English
Published: Massachusetts Institute of Technology 2017
Subjects:
Online Access:http://hdl.handle.net/1721.1/106399