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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
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

 

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.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/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-

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