Estimations for statistical arbitrage in horse racing markets.
Xiong, Liying. === Thesis (M.Phil.)--Chinese University of Hong Kong, 2010. === Includes bibliographical references (leave 34). === Abstracts in English and Chinese. === Chapter 1 --- Introduction --- p.1 === Chapter 2 --- Hong Kong Horse Racing Market and Models in Horse Racing --- p.3 === Chapte...
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| Format: | Others |
| Language: | English Chinese |
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2010
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| Online Access: | http://library.cuhk.edu.hk/record=b5894476 http://repository.lib.cuhk.edu.hk/en/item/cuhk-327193 |
| Summary: | Xiong, Liying. === Thesis (M.Phil.)--Chinese University of Hong Kong, 2010. === Includes bibliographical references (leave 34). === Abstracts in English and Chinese. === Chapter 1 --- Introduction --- p.1 === Chapter 2 --- Hong Kong Horse Racing Market and Models in Horse Racing --- p.3 === Chapter 2.1 --- Hong Kong Horse Racing Market --- p.4 === Chapter 2.2 --- Models in Horse Racing --- p.5 === Chapter 3 --- Probit Regression Model Incorporating with Public Estimates --- p.9 === Chapter 3.1 --- Estimation under No Particular Conditions --- p.10 === Chapter 3.2 --- Estimators under Particular Condition --- p.15 === Chapter 4 --- Prediction and Testing --- p.23 === Chapter 4.1 --- Prediction of Win Probability --- p.24 === Chapter 5 --- Conclusion --- p.32 === Bibliography --- p.34 |
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