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A Semiparametric Approach to Change-Point Analysis in Volatility Dynamics of Financial Data
A Semiparametric Approach to Change-Point Analysis in Volatility Dynamics of Financial Data
Detailed Information
- 자료유형
- 학위논문파일 국외
- 최종처리일시
- 20220210092854
- ISBN
- 9798480642377
- DDC
- 310
- 저자명
- Hu, Huaiyu.
- 서명/저자
- A Semiparametric Approach to Change-Point Analysis in Volatility Dynamics of Financial Data
- 발행사항
- [Sl] : Boston University, 2021
- 발행사항
- Ann Arbor : ProQuest Dissertations & Theses, 2021
- 형태사항
- 124 p
- 주기사항
- Source: Dissertations Abstracts International, Volume: 83-05, Section: B.
- 주기사항
- Advisor: Gangopadhyay, Ashis.
- 학위논문주기
- Thesis (Ph.D.)--Boston University, 2021.
- 사용제한주기
- This item must not be sold to any third party vendors.
- 일반주제명
- Statistics
- 키워드
- GARCH
- 키워드
- Semiparametric
- 키워드
- Volatility
- 기타저자
- Boston University Mathematics & Statistics GRS
- 기본자료저록
- Dissertations Abstracts International. 83-05B.
- 기본자료저록
- Dissertation Abstract International
- 전자적 위치 및 접속
- 로그인 후 원문을 볼 수 있습니다.
MARC
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■00520220210092854
■020 ▼a9798480642377
■035 ▼a(MiAaPQ)AAI28417575
■040 ▼aMiAaPQ▼cMiAaPQ
■0820 ▼a310
■1001 ▼aHu, Huaiyu.
■24510▼aA Semiparametric Approach to Change-Point Analysis in Volatility Dynamics of Financial Data
■260 ▼a[Sl]▼bBoston University▼c2021
■260 1▼aAnn Arbor▼bProQuest Dissertations & Theses▼c2021
■300 ▼a124 p
■500 ▼aSource: Dissertations Abstracts International, Volume: 83-05, Section: B.
■500 ▼aAdvisor: Gangopadhyay, Ashis.
■5021 ▼aThesis (Ph.D.)--Boston University, 2021.
■506 ▼aThis item must not be sold to any third party vendors.
■590 ▼aSchool code: 0017.
■650 4▼aStatistics
■653 ▼aChange-point analysis
■653 ▼aGARCH
■653 ▼aSemiparametric
■653 ▼aVolatility
■690 ▼a0463
■71020▼aBoston University▼bMathematics & Statistics GRS.
■7730 ▼tDissertations Abstracts International▼g83-05B.
■773 ▼tDissertation Abstract International
■790 ▼a0017
■791 ▼aPh.D.
■792 ▼a2021
■793 ▼aEnglish
■85640▼uhttp://www.riss.kr/pdu/ddodLink.do?id=T16051658▼nKERIS▼z이 자료의 원문은 한국교육학술정보원에서 제공합니다.
■980 ▼a202202▼f2022
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