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

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

Internet

http://hdl.handle.net/11427/4386

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