Conditional heteroscedasticity, external events and application of wavelet filters in financial time series /
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| Main Author: | |
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| Format: | Thesis Book |
| Language: | English |
| Published: |
2012.
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| Subjects: | |
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| LEADER | 01188cam a2200325 i 4500 | ||
|---|---|---|---|
| 001 | u988537 | ||
| 003 | SIRSI | ||
| 005 | 201401291537 | ||
| 008 | 140129s2012 my a t 000 0 eng m | ||
| 040 | |a UMM |e rda | ||
| 090 | |a QA3 |b UMP 2012 Sab | ||
| 100 | 1 | |a Sabiruzzman, Md., |e author. | |
| 245 | 1 | 0 | |a Conditional heteroscedasticity, external events and application of wavelet filters in financial time series / |c Md. Sabiruzzman. |
| 264 | 1 | |c 2012. | |
| 264 | 4 | |c 2012. | |
| 300 | |a xv, 128 leaves : |b illustration ; |c 30 cm. | ||
| 336 | |a text |2 rdacontent | ||
| 337 | |a unmediated |2 rdamedia | ||
| 338 | |a volume |2 rdacarrier | ||
| 502 | |b Ph.D |c Institut Sains Matematik, Fakulti Sains, Universiti Malaya |d 2012. | ||
| 504 | |a Bibliography: leaves 111-119. | ||
| 650 | 0 | |a Heteroscedasticity. | |
| 650 | 0 | |a Time-series analysis. | |
| 650 | 0 | |a Wavelets (Mathematics). | |
| 650 | 0 | |a Finance |x Mathematical models. | |
| 650 | 0 | |a Econometrics. | |
| 710 | 2 | |a Universiti Malaya. |b Institut Sains Matematik, |e degree granting institution. | |
| 900 | |a HA-ZA | ||
| 596 | |a 1 | ||
| 999 | |a QA3 UMP 2012 SAB |w LC |c 1 |i A515703724 |d 6/4/2017 |e 6/4/2017 |f 18/12/2014 |g 1 |l STACKS |m P01UTAMA |n 1 |r Y |s Y |t TESIS |u 17/12/2014 | ||