Fourier method for the measurement of univariate and multivariate volatility in the presence of high frequency data

Includes bibliographical references (leaves 75-77).

Bibliographic Details
Main Author:	Malherbe, Chanel
Other Authors:	Wilcox, Diane
Format:	Dissertation
Language:	English
Published:	University of Cape Town 2014
Subjects:	Statistical Science
Online Access:	http://hdl.handle.net/11427/4386

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spelling	ndltd-netd.ac.za-oai-union.ndltd.org-uct-oai-localhost-11427-43862020-10-06T05:11:41Z Fourier method for the measurement of univariate and multivariate volatility in the presence of high frequency data Malherbe, Chanel Wilcox, Diane Statistical Science Includes bibliographical references (leaves 75-77). 2014-07-30T17:44:10Z 2014-07-30T17:44:10Z 2007 Master Thesis Masters MSc http://hdl.handle.net/11427/4386 eng application/pdf University of Cape Town Faculty of Science Department of Statistical Sciences
collection	NDLTD
language	English
format	Dissertation
sources	NDLTD
topic	Statistical Science
spellingShingle	Statistical Science Malherbe, Chanel Fourier method for the measurement of univariate and multivariate volatility in the presence of high frequency data
description	Includes bibliographical references (leaves 75-77).
author2	Wilcox, Diane
author_facet	Wilcox, Diane Malherbe, Chanel
author	Malherbe, Chanel
author_sort	Malherbe, Chanel
title	Fourier method for the measurement of univariate and multivariate volatility in the presence of high frequency data
title_short	Fourier method for the measurement of univariate and multivariate volatility in the presence of high frequency data
title_full	Fourier method for the measurement of univariate and multivariate volatility in the presence of high frequency data
title_fullStr	Fourier method for the measurement of univariate and multivariate volatility in the presence of high frequency data
title_full_unstemmed	Fourier method for the measurement of univariate and multivariate volatility in the presence of high frequency data
title_sort	fourier method for the measurement of univariate and multivariate volatility in the presence of high frequency data
publisher	University of Cape Town
publishDate	2014
url	http://hdl.handle.net/11427/4386
work_keys_str_mv	AT malherbechanel fouriermethodforthemeasurementofunivariateandmultivariatevolatilityinthepresenceofhighfrequencydata
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Fourier method for the measurement of univariate and multivariate volatility in the presence of high frequency data

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