Volatility estimates of ARCH models.

Volatility estimates of ARCH models.

Chung Kwong-leung. === Thesis (M.Phil.)--Chinese University of Hong Kong, 2001. === Includes bibliographical references (leaves 80-84). === Abstracts in English and Chinese. === ACKNOWOLEDGMENTS --- p.iii === LIST OF TABLES --- p.iv === LIST OF ILLUSTRATIONS --- p.vi === CHAPTER === Chapter ONE -...

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Bibliographic Details
Other Authors: Chung, Kwong-leung.
Format: Others
Language:English
Chinese
Published: 2001
Subjects:
Stock price forecasting > Mathematical models
Stocks > Prices > Mathematical models
Rate of return > Mathematical models
Stock price forecasting > China > Hong Kong > Mathematical models
Stocks > Prices > China > Hong Kong > Mathematical models
Rate of return > China > Hong Kong > Mathematical models
Autoregression (Statistics)
Online Access:http://library.cuhk.edu.hk/record=b5890793
http://repository.lib.cuhk.edu.hk/en/item/cuhk-323543

Internet

http://library.cuhk.edu.hk/record=b5890793
http://repository.lib.cuhk.edu.hk/en/item/cuhk-323543

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