| dc.contributor.advisor | Bin Zhou. | en_US |
| dc.contributor.author | Fang, Yue | en_US |
| dc.date.accessioned | 2005-08-18T16:10:03Z | |
| dc.date.available | 2005-08-18T16:10:03Z | |
| dc.date.copyright | 1996 | en_US |
| dc.date.issued | 1996 | en_US |
| dc.identifier.uri | http://hdl.handle.net/1721.1/11041 | |
| dc.description | Thesis (Ph. D.)--Massachusetts Institute of Technology, Sloan School of Management, 1996. | en_US |
| dc.description | Includes bibliographical references (leaves 148-154). | en_US |
| dc.description.statementofresponsibility | by Yue Fang. | en_US |
| dc.format.extent | 154 leaves | en_US |
| dc.format.extent | 7637569 bytes | |
| dc.format.extent | 7637324 bytes | |
| dc.format.mimetype | application/pdf | |
| dc.format.mimetype | application/pdf | |
| dc.language.iso | eng | en_US |
| dc.publisher | Massachusetts Institute of Technology | en_US |
| dc.rights | 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. | en_US |
| dc.rights.uri | http://dspace.mit.edu/handle/1721.1/7582 | |
| dc.subject | Sloan School of Management | en_US |
| dc.title | Volatility modeling and estimation of high-frequency data with Gaussian noise | en_US |
| dc.type | Thesis | en_US |
| dc.description.degree | Ph.D. | en_US |
| dc.contributor.department | Sloan School of Management | en_US |
| dc.identifier.oclc | 35994380 | en_US |
