| dc.contributor.advisor | Bin Zhou. | en_US |
| dc.contributor.author | Lai, Ye-Hsing | en_US |
| dc.date.accessioned | 2005-08-15T21:39:46Z | |
| dc.date.available | 2005-08-15T21:39:46Z | |
| dc.date.copyright | 1993 | en_US |
| dc.date.issued | 1993 | en_US |
| dc.identifier.uri | http://hdl.handle.net/1721.1/12636 | |
| dc.description | Thesis (M.S.)--Massachusetts Institute of Technology, Sloan School of Management, 1993. | en_US |
| dc.description | Title as it appears in the Feb. 1993 MIT Graduate List: Daily volatility estimation of foreign exchange markets. | en_US |
| dc.description | Includes bibliographical references (leaf 33). | en_US |
| dc.description.statementofresponsibility | by Ye-Hsiang Lai. | en_US |
| dc.format.extent | 33 leaves | en_US |
| dc.format.extent | 2035405 bytes | |
| dc.format.extent | 2035166 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 | Forecasting daily volatility of foreign exchange markets : a comparison of the ARCH model and a new model using high frequency data | en_US |
| dc.type | Thesis | en_US |
| dc.description.degree | M.S. | en_US |
| dc.contributor.department | Sloan School of Management | en_US |
| dc.identifier.oclc | 28359441 | en_US |
