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Prediction in Time Series Models and Model-free Inference with a Specialization in Financial Return Data
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| 자료유형 | 학위논문 |
|---|---|
| 서명/저자사항 | Prediction in Time Series Models and Model-free Inference with a Specialization in Financial Return Data. |
| 개인저자 | Chen, Jie. |
| 단체저자명 | University of California, San Diego. Math w/Spec in Statistics. |
| 발행사항 | [S.l.]: University of California, San Diego., 2018. |
| 발행사항 | Ann Arbor: ProQuest Dissertations & Theses, 2018. |
| 형태사항 | 123 p. |
| 기본자료 저록 | Dissertation Abstracts International 79-11B(E). Dissertation Abstract International |
| ISBN | 9780438078697 |
| 학위논문주기 | Thesis (Ph.D.)--University of California, San Diego, 2018. |
| 일반주기 |
Source: Dissertation Abstracts International, Volume: 79-11(E), Section: B.
Adviser: Dimitris N. Politis. |
| 요약 | The main aim of this dissertation is to study the prediction of financial returns or squared financial returns. As is known, financial returns data have the distribution with fatter tails than the normal and often show significant correlation an |
| 일반주제명 | Mathematics. Statistics. |
| 언어 | 영어 |
| 바로가기 | 
: 이 자료의 원문은 한국교육학술정보원에서 제공합니다. |
