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

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

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Author(s)
Fang, Yue
Advisor(s)
Bin Zhou.
Date Issued
1996
Publisher
Massachusetts Institute of Technology
Description
Thesis (Ph. D.)--Massachusetts Institute of Technology, Sloan School of Management, 1996.
Includes bibliographical references (leaves 148-154).
Subjects
Sloan School of Management
MIT Department
Sloan School of Management
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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
Persistent DSpace Link
http://hdl.handle.net/1721.1/11041
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