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postgraduate thesis: Statistical inference on some long memory volatility models
Title | Statistical inference on some long memory volatility models |
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Authors | |
Advisors | |
Issue Date | 2011 |
Publisher | The University of Hong Kong (Pokfulam, Hong Kong) |
Citation | Li, M. [李木易]. (2011). Statistical inference on some long memory volatility models. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4648297 |
Degree | Doctor of Philosophy |
Subject | Time-series analysis - Statistical methods. Inference. |
Dept/Program | Statistics and Actuarial Science |
Persistent Identifier | http://hdl.handle.net/10722/141969 |
HKU Library Item ID | b4648297 |
DC Field | Value | Language |
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dc.contributor.advisor | Li, WK | - |
dc.contributor.advisor | Yuen, KC | - |
dc.contributor.author | Li, Muyi. | - |
dc.contributor.author | 李木易. | - |
dc.date.issued | 2011 | - |
dc.identifier.citation | Li, M. [李木易]. (2011). Statistical inference on some long memory volatility models. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4648297 | - |
dc.identifier.uri | http://hdl.handle.net/10722/141969 | - |
dc.language | eng | - |
dc.publisher | The University of Hong Kong (Pokfulam, Hong Kong) | - |
dc.relation.ispartof | HKU Theses Online (HKUTO) | - |
dc.rights | The author retains all proprietary rights, (such as patent rights) and the right to use in future works. | - |
dc.rights | This work is licensed under a Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License. | - |
dc.source.uri | http://hub.hku.hk/bib/B46482970 | - |
dc.subject.lcsh | Time-series analysis - Statistical methods. | - |
dc.subject.lcsh | Inference. | - |
dc.title | Statistical inference on some long memory volatility models | - |
dc.type | PG_Thesis | - |
dc.identifier.hkul | b4648297 | - |
dc.description.thesisname | Doctor of Philosophy | - |
dc.description.thesislevel | Doctoral | - |
dc.description.thesisdiscipline | Statistics and Actuarial Science | - |
dc.description.nature | published_or_final_version | - |
dc.identifier.doi | 10.5353/th_b4648297 | - |
dc.date.hkucongregation | 2011 | - |
dc.identifier.mmsid | 991032280919703414 | - |