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

id	sg-nus-scholar.10635-35541
record_format	dspace
spelling	sg-nus-scholar.10635-355412015-02-11T19:04:37Z Forecasting realized covariance in an adaptive framework LU JUN STATISTICS & APPLIED PROBABILITY CHEN YING XIA YINGCUN realized covariance,forecasting,adaptive procedure,semiparametric,VAR,structural break Ph.D DOCTOR OF PHILOSOPHY 2012-11-30T18:01:29Z 2012-11-30T18:01:29Z 2012-07-26 Thesis LU JUN (2012-07-26). Forecasting realized covariance in an adaptive framework. ScholarBank@NUS Repository. http://scholarbank.nus.edu.sg/handle/10635/35541 NOT_IN_WOS en
institution	National University of Singapore
building	NUS Library
country	Singapore
collection	ScholarBank@NUS
language	English
topic	realized covariance,forecasting,adaptive procedure,semiparametric,VAR,structural break
spellingShingle	realized covariance,forecasting,adaptive procedure,semiparametric,VAR,structural break LU JUN Forecasting realized covariance in an adaptive framework
description	Ph.D
author2	STATISTICS & APPLIED PROBABILITY
author_facet	STATISTICS & APPLIED PROBABILITY LU JUN
format	Theses and Dissertations
author	LU JUN
author_sort	LU JUN
title	Forecasting realized covariance in an adaptive framework
title_short	Forecasting realized covariance in an adaptive framework
title_full	Forecasting realized covariance in an adaptive framework
title_fullStr	Forecasting realized covariance in an adaptive framework
title_full_unstemmed	Forecasting realized covariance in an adaptive framework
title_sort	forecasting realized covariance in an adaptive framework
publishDate	2012
url	http://scholarbank.nus.edu.sg/handle/10635/35541
_version_	1681081609637330944

Forecasting realized covariance in an adaptive framework

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