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postgraduate thesis: On the statistical modelling of stochastic volatility and its applications to financial markets

TitleOn the statistical modelling of stochastic volatility and its applications to financial markets
Authors
So, Ka-pui.蘇家培.
Issue Date1996
PublisherThe University of Hong Kong (Pokfulam, Hong Kong)
Citation
So, K. [蘇家培]. (1996). On the statistical modelling of stochastic volatility and its applications to financial markets. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3123531
DegreeDoctor of Philosophy
SubjectStochastic processes.
Stock exchanges - Statistical methods.
Stock exchanges - China - Hong Kong - Statistical methods.
Stock exchanges - Southeast Asia - Statistical methods.
Dept/ProgramStatistics
Persistent Identifierhttp://hdl.handle.net/10722/34365
HKU Library Item IDb3123531

 

DC FieldValueLanguage
dc.contributor.authorSo, Ka-pui.-
dc.contributor.author蘇家培.-
dc.date.issued1996-
dc.identifier.citationSo, K. [蘇家培]. (1996). On the statistical modelling of stochastic volatility and its applications to financial markets. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3123531-
dc.identifier.urihttp://hdl.handle.net/10722/34365-
dc.languageeng-
dc.publisherThe University of Hong Kong (Pokfulam, Hong Kong)-
dc.relation.ispartofHKU Theses Online (HKUTO)-
dc.rightsThe author retains all proprietary rights, (such as patent rights) and the right to use in future works.-
dc.rightsThis work is licensed under a Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License.-
dc.source.urihttp://hub.hku.hk/bib/B31235311-
dc.subject.lcshStochastic processes.-
dc.subject.lcshStock exchanges - Statistical methods.-
dc.subject.lcshStock exchanges - China - Hong Kong - Statistical methods.-
dc.subject.lcshStock exchanges - Southeast Asia - Statistical methods.-
dc.titleOn the statistical modelling of stochastic volatility and its applications to financial markets-
dc.typePG_Thesis-
dc.identifier.hkulb3123531-
dc.description.thesisnameDoctor of Philosophy-
dc.description.thesislevelDoctoral-
dc.description.thesisdisciplineStatistics-
dc.description.naturepublished_or_final_version-
dc.identifier.doi10.5353/th_b3123531-
dc.date.hkucongregation1996-
dc.identifier.mmsid991012381959703414-

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