Testing for jumps of discretely observed processes :an empirical analysis

University of Macau === Faculty of Science and Technology === Department of Mathematics

Bibliographic Details
Main Author: Zhou, Bi Ting
Language:English
Published: University of Macau 2015
Online Access:http://umaclib3.umac.mo/record=b3335821
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spelling ndltd-MACAU-oai-libdigital.umac.mo-b33358212015-11-13T15:44:40Z2015http://umaclib3.umac.mo/record=b3335821UM E-Theses Collection (澳門大學電子學位論文庫);UM_THESESUniversity of MacauFaculty of Science and TechnologyDepartment of MathematicsUniversity of MacauengZhou, Bi TingTesting for jumps of discretely observed processes :an empirical analysisThesis (M.Sc.) -- University of Macau, 2015.
collection NDLTD
language English
sources NDLTD
description University of Macau === Faculty of Science and Technology === Department of Mathematics
author Zhou, Bi Ting
spellingShingle Zhou, Bi Ting
Testing for jumps of discretely observed processes :an empirical analysis
author_facet Zhou, Bi Ting
author_sort Zhou, Bi Ting
title Testing for jumps of discretely observed processes :an empirical analysis
title_short Testing for jumps of discretely observed processes :an empirical analysis
title_full Testing for jumps of discretely observed processes :an empirical analysis
title_fullStr Testing for jumps of discretely observed processes :an empirical analysis
title_full_unstemmed Testing for jumps of discretely observed processes :an empirical analysis
title_sort testing for jumps of discretely observed processes :an empirical analysis
publisher University of Macau
publishDate 2015
url http://umaclib3.umac.mo/record=b3335821
work_keys_str_mv AT zhoubiting testingforjumpsofdiscretelyobservedprocessesanempiricalanalysis
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