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

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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

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spelling	sg-nus-scholar.10635-1503202020-01-07T13:10:44Z HIGH-DIMENSIONAL TIME SERIES MODELLING AND FORECASTING WITH APPLICATION TO HIGH-FREQUENCY FINANCIAL AND ENERGY DATA CHUA WEE SONG STATISTICS & APPLIED PROBABILITY Chen Ying time series, functional time series, autoregressive, limit order book, natural gas Ph.D DOCTOR OF PHILOSOPHY (FOS) 2018-12-31T18:00:53Z 2018-12-31T18:00:53Z 2018-07-30 Thesis CHUA WEE SONG (2018-07-30). HIGH-DIMENSIONAL TIME SERIES MODELLING AND FORECASTING WITH APPLICATION TO HIGH-FREQUENCY FINANCIAL AND ENERGY DATA. ScholarBank@NUS Repository. http://scholarbank.nus.edu.sg/handle/10635/150320 0000-0002-9516-2816 en
institution	National University of Singapore
building	NUS Library
country	Singapore
collection	ScholarBank@NUS
language	English
topic	time series, functional time series, autoregressive, limit order book, natural gas
spellingShingle	time series, functional time series, autoregressive, limit order book, natural gas CHUA WEE SONG HIGH-DIMENSIONAL TIME SERIES MODELLING AND FORECASTING WITH APPLICATION TO HIGH-FREQUENCY FINANCIAL AND ENERGY DATA
description	Ph.D
author2	STATISTICS & APPLIED PROBABILITY
author_facet	STATISTICS & APPLIED PROBABILITY CHUA WEE SONG
format	Theses and Dissertations
author	CHUA WEE SONG
author_sort	CHUA WEE SONG
title	HIGH-DIMENSIONAL TIME SERIES MODELLING AND FORECASTING WITH APPLICATION TO HIGH-FREQUENCY FINANCIAL AND ENERGY DATA
title_short	HIGH-DIMENSIONAL TIME SERIES MODELLING AND FORECASTING WITH APPLICATION TO HIGH-FREQUENCY FINANCIAL AND ENERGY DATA
title_full	HIGH-DIMENSIONAL TIME SERIES MODELLING AND FORECASTING WITH APPLICATION TO HIGH-FREQUENCY FINANCIAL AND ENERGY DATA
title_fullStr	HIGH-DIMENSIONAL TIME SERIES MODELLING AND FORECASTING WITH APPLICATION TO HIGH-FREQUENCY FINANCIAL AND ENERGY DATA
title_full_unstemmed	HIGH-DIMENSIONAL TIME SERIES MODELLING AND FORECASTING WITH APPLICATION TO HIGH-FREQUENCY FINANCIAL AND ENERGY DATA
title_sort	high-dimensional time series modelling and forecasting with application to high-frequency financial and energy data
publishDate	2018
url	http://scholarbank.nus.edu.sg/handle/10635/150320
_version_	1681099004221325312

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

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