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postgraduate thesis: Some topics in model selection in financial time series analysis

TitleSome topics in model selection in financial time series analysis
Authors
Advisors
Advisor(s):Li, WK
Issue Date2001
PublisherThe University of Hong Kong (Pokfulam, Hong Kong)
Citation
Wong, W. [王詠媚]. (2001). Some topics in model selection in financial time series analysis. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3122536
DegreeMaster of Philosophy
SubjectFinance - Statistical methods.
Time-series analysis.
Dept/ProgramStatistics and Actuarial Science
Persistent Identifierhttp://hdl.handle.net/10722/33285
HKU Library Item IDb3122536

 

DC FieldValueLanguage
dc.contributor.advisorLi, WK-
dc.contributor.authorWong, Wing-mei.-
dc.contributor.author王詠媚-
dc.date.issued2001-
dc.identifier.citationWong, W. [王詠媚]. (2001). Some topics in model selection in financial time series analysis. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3122536-
dc.identifier.urihttp://hdl.handle.net/10722/33285-
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/B31225366-
dc.subject.lcshFinance - Statistical methods.-
dc.subject.lcshTime-series analysis.-
dc.titleSome topics in model selection in financial time series analysis-
dc.typePG_Thesis-
dc.identifier.hkulb3122536-
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_b3122536-
dc.date.hkucongregation2001-
dc.identifier.mmsid991012295349703414-

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