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postgraduate thesis: Nonlinear time series modeling with application to finance and other fields

TitleNonlinear time series modeling with application to finance and other fields
Authors
Advisors
Advisor(s):Li, WK
Issue Date2005
PublisherThe University of Hong Kong (Pokfulam, Hong Kong)
Citation
Jin, S. [金曙松]. (2005). Nonlinear time series modeling with application to finance and other fields. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3199605
DegreeDoctor of Philosophy
SubjectTime-series analysis.
Linear models (Statistics)
Finance - Mathematical models.
Ecology - Mathematical models.
Dept/ProgramStatistics and Actuarial Science

 

DC FieldValueLanguage
dc.contributor.advisorLi, WK-
dc.contributor.authorJin, Shusong.-
dc.contributor.author金曙松.-
dc.date.issued2005-
dc.identifier.citationJin, S. [金曙松]. (2005). Nonlinear time series modeling with application to finance and other fields. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3199605-
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/B3199605X-
dc.subject.lcshTime-series analysis.-
dc.subject.lcshLinear models (Statistics)-
dc.subject.lcshFinance - Mathematical models.-
dc.subject.lcshEcology - Mathematical models.-
dc.titleNonlinear time series modeling with application to finance and other fields-
dc.typePG_Thesis-
dc.identifier.hkulb3199605-
dc.description.thesisnameDoctor of Philosophy-
dc.description.thesislevelDoctoral-
dc.description.thesisdisciplineStatistics and Actuarial Science-
dc.description.naturepublished_or_final_version-
dc.description.natureabstract-
dc.identifier.doi10.5353/th_b3199605-
dc.date.hkucongregation2005-

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