Volatility modeling and estimation of high-frequency data with Gaussian noise

Author(s)
Fang, Yue
Thumbnail
DownloadFull printable version (7.283Mb)
Advisor
Bin Zhou.
Terms of use
M.I.T. theses are protected by copyright. They may be viewed from this source for any purpose, but reproduction or distribution in any format is prohibited without written permission. See provided URL for inquiries about permission. http://dspace.mit.edu/handle/1721.1/7582
Metadata
Show full item record
Description
Thesis (Ph. D.)--Massachusetts Institute of Technology, Sloan School of Management, 1996.
 
Includes bibliographical references (leaves 148-154).
 
Date issued
1996
URI
http://hdl.handle.net/1721.1/11041
Department
Sloan School of Management
Publisher
Massachusetts Institute of Technology
Keywords
Sloan School of Management
Collections