Goodness-of-fit tests for continuous-time financial market models
Master's
محفوظ في:
| المؤلف الرئيسي: | |
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| مؤلفون آخرون: | |
| التنسيق: | Theses and Dissertations |
| اللغة: | English |
| منشور في: |
2010
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| الموضوعات: | |
| الوصول للمادة أونلاين: | http://scholarbank.nus.edu.sg/handle/10635/13887 |
| الوسوم: |
إضافة وسم
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| المؤسسة: | National University of Singapore |
| اللغة: | English |
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sg-nus-scholar.10635-13887 |
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dspace |
| spelling |
sg-nus-scholar.10635-138872024-10-26T18:17:55Z Goodness-of-fit tests for continuous-time financial market models YANG LONGHUI STATISTICS & APPLIED PROBABILITY CHEN SONG XI diffusion model, empirical likelihood, kernel estimation, marginal density, bootstrap. Master's MASTER OF SCIENCE 2010-04-08T10:37:44Z 2010-04-08T10:37:44Z 2004-03-19 Thesis YANG LONGHUI (2004-03-19). Goodness-of-fit tests for continuous-time financial market models. ScholarBank@NUS Repository. http://scholarbank.nus.edu.sg/handle/10635/13887 NOT_IN_WOS en |
| institution |
National University of Singapore |
| building |
NUS Library |
| continent |
Asia |
| country |
Singapore Singapore |
| content_provider |
NUS Library |
| collection |
ScholarBank@NUS |
| language |
English |
| topic |
diffusion model, empirical likelihood, kernel estimation, marginal density, bootstrap. |
| spellingShingle |
diffusion model, empirical likelihood, kernel estimation, marginal density, bootstrap. YANG LONGHUI Goodness-of-fit tests for continuous-time financial market models |
| description |
Master's |
| author2 |
STATISTICS & APPLIED PROBABILITY |
| author_facet |
STATISTICS & APPLIED PROBABILITY YANG LONGHUI |
| format |
Theses and Dissertations |
| author |
YANG LONGHUI |
| author_sort |
YANG LONGHUI |
| title |
Goodness-of-fit tests for continuous-time financial market models |
| title_short |
Goodness-of-fit tests for continuous-time financial market models |
| title_full |
Goodness-of-fit tests for continuous-time financial market models |
| title_fullStr |
Goodness-of-fit tests for continuous-time financial market models |
| title_full_unstemmed |
Goodness-of-fit tests for continuous-time financial market models |
| title_sort |
goodness-of-fit tests for continuous-time financial market models |
| publishDate |
2010 |
| url |
http://scholarbank.nus.edu.sg/handle/10635/13887 |
| _version_ |
1821188500606681088 |