Forecasting realized covariance in an adaptive framework

Forecasting realized covariance in an adaptive framework

Ph.D

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Bibliographic Details
Main Author: LU JUN
Other Authors: STATISTICS & APPLIED PROBABILITY
Format: Theses and Dissertations
Language:English
Published: 2012
Subjects:
realized covariance,forecasting,adaptive procedure,semiparametric,VAR,structural break
Online Access:http://scholarbank.nus.edu.sg/handle/10635/35541
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Institution: National University of Singapore
Language: English

Internet

http://scholarbank.nus.edu.sg/handle/10635/35541

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