The Analysis of Stochastic Volatility in High-Frequency Financial Data
碩士 === 國立交通大學 === 統計學研究所 === 104 === The thesis focus on the analysis of high-frequency financial data. There are lots of estimation methods in univariate asset such as two-time scale realized volatility (TSRV) which we would introduced here. In multiple assets, we present the Wishart-Autoregressive...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2016
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/91629146301434611755 |