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postgraduate thesis: Statistical analysis of high frequency data using autoregressive conditional duration models

TitleStatistical analysis of high frequency data using autoregressive conditional duration models
Authors
Advisors
Advisor(s):Yu, PLH
Issue Date2001
PublisherThe University of Hong Kong (Pokfulam, Hong Kong)
Citation
Pang, K. [彭國永]. (2001). Statistical analysis of high frequency data using autoregressive conditional duration models. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3122504
DegreeMaster of Philosophy
SubjectAutoregression (Statistics)
Time-series analysis - Econometric models.
Dept/ProgramStatistics and Actuarial Science

 

DC FieldValueLanguage
dc.contributor.advisorYu, PLH-
dc.contributor.authorPang, Kwok-wing.-
dc.contributor.author彭國永-
dc.date.issued2001-
dc.identifier.citationPang, K. [彭國永]. (2001). Statistical analysis of high frequency data using autoregressive conditional duration models. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3122504-
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/B31225044-
dc.subject.lcshAutoregression (Statistics)-
dc.subject.lcshTime-series analysis - Econometric models.-
dc.titleStatistical analysis of high frequency data using autoregressive conditional duration models-
dc.typePG_Thesis-
dc.identifier.hkulb3122504-
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_b3122504-
dc.date.hkucongregation2002-

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