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postgraduate thesis: Statistical inference for some financial time series models with conditional heteroscedasticity

TitleStatistical inference for some financial time series models with conditional heteroscedasticity
Authors
Kwan, Chun-kit.關進傑.
Advisors
Advisor(s):Li, WKNg, KW
Issue Date2008
PublisherThe University of Hong Kong (Pokfulam, Hong Kong)
Citation
Kwan, C. [關進傑]. (2008). Statistical inference for some financial time series models with conditional heteroscedasticity. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3979402
DegreeDoctor of Philosophy
SubjectFinance - Mathematical models.
Time-series analysis.
Dept/ProgramStatistics and Actuarial Science
Persistent Identifierhttp://hdl.handle.net/10722/52745
HKU Library Item IDb3979402

 

DC FieldValueLanguage
dc.contributor.advisorLi, WK-
dc.contributor.advisorNg, KW-
dc.contributor.authorKwan, Chun-kit.-
dc.contributor.author關進傑.-
dc.date.issued2008-
dc.identifier.citationKwan, C. [關進傑]. (2008). Statistical inference for some financial time series models with conditional heteroscedasticity. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3979402-
dc.identifier.urihttp://hdl.handle.net/10722/52745-
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.rightsThis work is licensed under a Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License.-
dc.source.urihttp://hub.hku.hk/bib/B39794027-
dc.subject.lcshFinance - Mathematical models.-
dc.subject.lcshTime-series analysis.-
dc.titleStatistical inference for some financial time series models with conditional heteroscedasticity-
dc.typePG_Thesis-
dc.identifier.hkulb3979402-
dc.description.thesisnameDoctor of Philosophy-
dc.description.thesislevelDoctoral-
dc.description.thesisdisciplineStatistics and Actuarial Science-
dc.description.naturepublished_or_final_version-
dc.identifier.doi10.5353/th_b3979402-
dc.date.hkucongregation2008-
dc.identifier.mmsid991023064679703414-

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