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UM E-Theses Collection (澳門大學電子學位論文庫)
- Title
-
Inference of Spot Volatility in the presence of Infinite Variation Jumps
- Issue date
-
2018.
- Author
-
Liu, Qiang
- Faculty
-
Faculty of Science and Technology
- Department
-
Department of Mathematics
- Degree
-
Ph.D.
- Subject
-
Finance -- Mathematical models
- Supervisor
-
Liu, Zhi
Ding, Deng
- Files In This Item
- Location
- 1/F Zone C
- Library URL
- 991006766359706306
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