2026-09-18T22:58:31Zhttps://dspace.mit.edu/server/oai/requestoai:dspace.mit.edu:1721.1/126362021-07-05T14:03:20Zcom_1721.1_7582com_1721.1_7581col_1721.1_131023
Bin Zhou.
Lai, Ye-Hsing
Sloan School of Management
2005-08-15T21:39:46Z
2005-08-15T21:39:46Z
1993
1993
http://hdl.handle.net/1721.1/12636
28359441
Thesis (M.S.)--Massachusetts Institute of Technology, Sloan School of Management, 1993.
Title as it appears in the Feb. 1993 MIT Graduate List: Daily volatility estimation of foreign exchange markets.
Includes bibliographical references (leaf 33).
by Ye-Hsiang Lai.
M.S.
33 leaves
2035405 bytes
2035166 bytes
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application/pdf
eng
Massachusetts Institute of Technology
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
Sloan School of Management
Forecasting daily volatility of foreign exchange markets : a comparison of the ARCH model and a new model using high frequency data
Thesis
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