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UM E-Theses Collection (澳門大學電子學位論文庫)
- Title
-
Efficient estimation of co-volatility using noisy high-frequency data under presence of asynchronicity and jumps
- Issue date
-
2014.
- Author
-
She, Zi Hang
- Faculty
- Faculty of Science and Technology
- Department
- Department of Mathematics
- Degree
-
M.Sc.
- Subject
-
Asynchronous
Analysis of variance
- Supervisor
-
Liu, Zhi
- Files In This Item
- Location
- 1/F Zone C
- Library URL
- 991007212799706306
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