Scaling, clustering and dynamics of volatility in financial time series

Ph.D

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Bibliographic Details
Main Author:	YUAN BAOSHENG
Other Authors:	PHYSICS
Format:	Theses and Dissertations
Language:	English
Published:	2011
Subjects:	Scaling, volatility clusteing, dynamics, Financial Time Seires, Conditional probability measure
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/27849
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Institution:	National University of Singapore
Language:	English

id	sg-nus-scholar.10635-27849
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spelling	sg-nus-scholar.10635-278492015-01-17T14:46:14Z Scaling, clustering and dynamics of volatility in financial time series YUAN BAOSHENG PHYSICS CHEN KAN Scaling, volatility clusteing, dynamics, Financial Time Seires, Conditional probability measure Ph.D DOCTOR OF PHILOSOPHY 2011-10-18T18:02:14Z 2011-10-18T18:02:14Z 2006-05-24 Thesis YUAN BAOSHENG (2006-05-24). Scaling, clustering and dynamics of volatility in financial time series. ScholarBank@NUS Repository. http://scholarbank.nus.edu.sg/handle/10635/27849 NOT_IN_WOS en
institution	National University of Singapore
building	NUS Library
country	Singapore
collection	ScholarBank@NUS
language	English
topic	Scaling, volatility clusteing, dynamics, Financial Time Seires, Conditional probability measure
spellingShingle	Scaling, volatility clusteing, dynamics, Financial Time Seires, Conditional probability measure YUAN BAOSHENG Scaling, clustering and dynamics of volatility in financial time series
description	Ph.D
author2	PHYSICS
author_facet	PHYSICS YUAN BAOSHENG
format	Theses and Dissertations
author	YUAN BAOSHENG
author_sort	YUAN BAOSHENG
title	Scaling, clustering and dynamics of volatility in financial time series
title_short	Scaling, clustering and dynamics of volatility in financial time series
title_full	Scaling, clustering and dynamics of volatility in financial time series
title_fullStr	Scaling, clustering and dynamics of volatility in financial time series
title_full_unstemmed	Scaling, clustering and dynamics of volatility in financial time series
title_sort	scaling, clustering and dynamics of volatility in financial time series
publishDate	2011
url	http://scholarbank.nus.edu.sg/handle/10635/27849
_version_	1681080632539611136

Scaling, clustering and dynamics of volatility in financial time series

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