Volatility modeling and estimation of high-frequency data with Gaussian noise
Thesis (Ph. D.)--Massachusetts Institute of Technology, Sloan School of Management, 1996. === Includes bibliographical references (leaves 148-154). === by Yue Fang. === Ph.D.
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| Format: | Others |
| Language: | English |
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Massachusetts Institute of Technology
2005
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| Online Access: | http://hdl.handle.net/1721.1/11041 |