A study of market microstructure volatility using hidden Markov Chain /
Saved in:
Main Author: | Wong, Soo Chen |
---|---|
Format: | Thesis Book |
Language: | English |
Published: |
2000.
|
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
-
An empirical study of volatility components in the international equity market /
by: Dong, Jian
Published: (2001) -
An analysis of continent effects and its influence on the idiosyncratic volatility of the average firm in a global equity market /
by: Wong, Alvin Cher Hao
Published: (2003) -
Recombining tree for deterministic volatility functions /
by: Zhao, Longkai
Published: (1999) -
Two essays on modelling conditional volatility of commodity futures returns /
by: See, Kim Hock
Published: (2000) -
An analytical approach to pricing American options under stochastic volatility /
by: Zhang, Zhe
Published: (2000)