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postgraduate thesis: Statistical inference for the APGARCH and threshold APGARCH models

TitleStatistical inference for the APGARCH and threshold APGARCH models
Authors
Advisors
Advisor(s):Li, WK
Issue Date2011
PublisherThe University of Hong Kong (Pokfulam, Hong Kong)
Citation
Chen, Q. [陈启明]. (2011). Statistical inference for the APGARCH and threshold APGARCH models. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4598511
DegreeMaster of Philosophy
SubjectAutoregression (Statistics)
Heteroscedasticity.
Stock price forecasting - Mathematical models.
Dept/ProgramStatistics and Actuarial Science

 

DC FieldValueLanguage
dc.contributor.advisorLi, WK-
dc.contributor.authorChen, Qiming-
dc.contributor.author陈启明-
dc.date.issued2011-
dc.identifier.citationChen, Q. [陈启明]. (2011). Statistical inference for the APGARCH and threshold APGARCH models. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4598511-
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.rightsCreative Commons: Attribution 3.0 Hong Kong License-
dc.source.urihttp://hub.hku.hk/bib/B4598511X-
dc.subject.lcshAutoregression (Statistics)-
dc.subject.lcshHeteroscedasticity.-
dc.subject.lcshStock price forecasting - Mathematical models.-
dc.titleStatistical inference for the APGARCH and threshold APGARCH models-
dc.typePG_Thesis-
dc.identifier.hkulb4598511-
dc.description.thesisnameMaster of Philosophy-
dc.description.thesislevelMaster-
dc.description.thesisdisciplineStatistics and Actuarial Science-
dc.description.naturepublished_or_final_version-
dc.identifier.doi10.5353/th_b4598511-
dc.date.hkucongregation2011-

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