Modeling Multivariate volatilities via most predictable factor

Master's

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Bibliographic Details
Main Author:	FU JINGYU
Other Authors:	STATISTICS & APPLIED PROBABILITY
Format:	Theses and Dissertations
Language:	English
Published:	2010
Subjects:	multivariate volatilities; most predictable factor; linear combination;conditional variation; regression;time series
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/18435
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Institution:	National University of Singapore
Language:	English

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spelling	sg-nus-scholar.10635-184352017-10-21T09:11:28Z Modeling Multivariate volatilities via most predictable factor FU JINGYU STATISTICS & APPLIED PROBABILITY XIA YINGCUN CHEN YING multivariate volatilities; most predictable factor; linear combination;conditional variation; regression;time series Master's MASTER OF SCIENCE 2010-10-31T18:01:01Z 2010-10-31T18:01:01Z 2010-07-26 Thesis FU JINGYU (2010-07-26). Modeling Multivariate volatilities via most predictable factor. ScholarBank@NUS Repository. http://scholarbank.nus.edu.sg/handle/10635/18435 NOT_IN_WOS en
institution	National University of Singapore
building	NUS Library
country	Singapore
collection	ScholarBank@NUS
language	English
topic	multivariate volatilities; most predictable factor; linear combination;conditional variation; regression;time series
spellingShingle	multivariate volatilities; most predictable factor; linear combination;conditional variation; regression;time series FU JINGYU Modeling Multivariate volatilities via most predictable factor
description	Master's
author2	STATISTICS & APPLIED PROBABILITY
author_facet	STATISTICS & APPLIED PROBABILITY FU JINGYU
format	Theses and Dissertations
author	FU JINGYU
author_sort	FU JINGYU
title	Modeling Multivariate volatilities via most predictable factor
title_short	Modeling Multivariate volatilities via most predictable factor
title_full	Modeling Multivariate volatilities via most predictable factor
title_fullStr	Modeling Multivariate volatilities via most predictable factor
title_full_unstemmed	Modeling Multivariate volatilities via most predictable factor
title_sort	modeling multivariate volatilities via most predictable factor
publishDate	2010
url	http://scholarbank.nus.edu.sg/handle/10635/18435
_version_	1681079554473459712

Modeling Multivariate volatilities via most predictable factor

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