| LDR | | 01666nam u200397 4500 |
| 001 | | 000000421992 |
| 005 | | 20190215165752 |
| 008 | | 181129s2018 |||||||||||||||||c||eng d |
| 020 | |
▼a 9780438078697 |
| 035 | |
▼a (MiAaPQ)AAI10824980 |
| 035 | |
▼a (MiAaPQ)ucsd:17503 |
| 040 | |
▼a MiAaPQ
▼c MiAaPQ
▼d 247004 |
| 082 | 0 |
▼a 510 |
| 100 | 1 |
▼a Chen, Jie. |
| 245 | 10 |
▼a Prediction in Time Series Models and Model-free Inference with a Specialization in Financial Return Data. |
| 260 | |
▼a [S.l.]:
▼b University of California, San Diego.,
▼c 2018. |
| 260 | 1 |
▼a Ann Arbor:
▼b ProQuest Dissertations & Theses,
▼c 2018. |
| 300 | |
▼a 123 p. |
| 500 | |
▼a Source: Dissertation Abstracts International, Volume: 79-11(E), Section: B. |
| 500 | |
▼a Adviser: Dimitris N. Politis. |
| 502 | 1 |
▼a Thesis (Ph.D.)--University of California, San Diego, 2018. |
| 520 | |
▼a 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 |
| 590 | |
▼a School code: 0033. |
| 650 | 4 |
▼a Mathematics. |
| 650 | 4 |
▼a Statistics. |
| 690 | |
▼a 0405 |
| 690 | |
▼a 0463 |
| 710 | 20 |
▼a University of California, San Diego.
▼b Math w/Spec in Statistics. |
| 773 | 0 |
▼t Dissertation Abstracts International
▼g 79-11B(E). |
| 773 | |
▼t Dissertation Abstract International |
| 790 | |
▼a 0033 |
| 791 | |
▼a Ph.D. |
| 792 | |
▼a 2018 |
| 793 | |
▼a English |
| 856 | 40 |
▼u http://www.riss.kr/pdu/ddodLink.do?id=T14998721
▼n KERIS
▼z 이 자료의 원문은 한국교육학술정보원에서 제공합니다. |
| 980 | |
▼a 201812
▼f 2019 |
| 990 | |
▼a ***1012033 |