HIGH-DIMENSIONAL TIME SERIES MODELLING AND FORECASTING WITH APPLICATION TO HIGH-FREQUENCY FINANCIAL AND ENERGY DATA

HIGH-DIMENSIONAL TIME SERIES MODELLING AND FORECASTING WITH APPLICATION TO HIGH-FREQUENCY FINANCIAL AND ENERGY DATA

Ph.D

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Bibliographic Details
Main Author: CHUA WEE SONG
Other Authors: STATISTICS & APPLIED PROBABILITY
Format: Theses and Dissertations
Language:English
Published: 2018
Subjects:
time series, functional time series, autoregressive, limit order book, natural gas
Online Access:http://scholarbank.nus.edu.sg/handle/10635/150320
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Institution: National University of Singapore
Language: English

Internet

http://scholarbank.nus.edu.sg/handle/10635/150320

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