Semiparametric modelling of financial volatility

Master's

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Bibliographic Details
Main Author:	GUAN JUNWEI
Other Authors:	STATISTICS & APPLIED PROBABILITY
Format:	Theses and Dissertations
Language:	English
Published:	2019
Subjects:	Financial Volatility, Parametric Models for Financial Volatility, Kernel Smoothing, Local Linear Smoothing, Monotonicity, Value at Risk
Online Access:	https://scholarbank.nus.edu.sg/handle/10635/160993
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Institution:	National University of Singapore
Language:	English

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spelling	sg-nus-scholar.10635-1609932019-11-01T13:13:10Z Semiparametric modelling of financial volatility GUAN JUNWEI STATISTICS & APPLIED PROBABILITY XIA YINGCUN Financial Volatility, Parametric Models for Financial Volatility, Kernel Smoothing, Local Linear Smoothing, Monotonicity, Value at Risk Master's MASTER OF SCIENCE 2019-10-31T18:02:42Z 2019-10-31T18:02:42Z 2005-10-26 Thesis GUAN JUNWEI (2005-10-26). Semiparametric modelling of financial volatility. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/160993 en
institution	National University of Singapore
building	NUS Library
country	Singapore
collection	ScholarBank@NUS
language	English
topic	Financial Volatility, Parametric Models for Financial Volatility, Kernel Smoothing, Local Linear Smoothing, Monotonicity, Value at Risk
spellingShingle	Financial Volatility, Parametric Models for Financial Volatility, Kernel Smoothing, Local Linear Smoothing, Monotonicity, Value at Risk GUAN JUNWEI Semiparametric modelling of financial volatility
description	Master's
author2	STATISTICS & APPLIED PROBABILITY
author_facet	STATISTICS & APPLIED PROBABILITY GUAN JUNWEI
format	Theses and Dissertations
author	GUAN JUNWEI
author_sort	GUAN JUNWEI
title	Semiparametric modelling of financial volatility
title_short	Semiparametric modelling of financial volatility
title_full	Semiparametric modelling of financial volatility
title_fullStr	Semiparametric modelling of financial volatility
title_full_unstemmed	Semiparametric modelling of financial volatility
title_sort	semiparametric modelling of financial volatility
publishDate	2019
url	https://scholarbank.nus.edu.sg/handle/10635/160993
_version_	1681100146697306112

Semiparametric modelling of financial volatility

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