東華大學圖書館 |

Language: English

Help

回圖書館首頁

手機版館藏查詢

Back

Switch To: Labeled | MARC Mode | ISBD

Bayesian Model Averaging for Realize...

Jones, Robert W.

Linked to FindBook

Google Book

Amazon

博客來

Bayesian Model Averaging for Realized Volatility Models.

Record Type:	Electronic resources : Monograph/item
Title/Author:	Bayesian Model Averaging for Realized Volatility Models./
Author:	Jones, Robert W.
Published:	Ann Arbor : ProQuest Dissertations & Theses, : 2018,
Description:	65 p.
Notes:	Source: Masters Abstracts International, Volume: 58-02.
Contained By:	Masters Abstracts International58-02(E).
Subject:	Statistics. -
Online resource:	http://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=10839911
ISBN:	9780438392175

Bayesian Model Averaging for Realized Volatility Models.
Jones, Robert W.

Bayesian Model Averaging for Realized Volatility Models. - Ann Arbor : ProQuest Dissertations & Theses, 2018 - 65 p.

Source: Masters Abstracts International, Volume: 58-02.

Thesis (M.S.)--Northern Illinois University, 2018.

This research explores statistical methods for forecasting realized volatility for stock market holdings; primarily Stochastic Dierential Equations for the development of various volatility measures and Bayesian Model Averaging for the development and optimization of a linear model capable of predicting said volatility. These methods will be outlined and explained before being applied to high frequency trade data.

ISBN: 9780438392175Subjects--Topical Terms:

517247
Statistics.

Bayesian Model Averaging for Realized Volatility Models.
LDR:01374nmm a2200313 4500 001 2201674
005 20190429091135.5
008 201008s2018 ||||||||||||||||| ||eng d
020 $a 9780438392175
035 $a (MiAaPQ)AAI10839911
035 $a (MiAaPQ)niu:13235
035 $a AAI10839911
040 $a MiAaPQ $c MiAaPQ
100 1 $a Jones, Robert W. $3 3428396
245 1 0 $a Bayesian Model Averaging for Realized Volatility Models.
260 1 $a Ann Arbor : $b ProQuest Dissertations & Theses, $c 2018
300 $a 65 p.
500 $a Source: Masters Abstracts International, Volume: 58-02.
500 $a Includes supplementary digital materials.
500 $a Adviser: Alan Polansky.
502 $a Thesis (M.S.)--Northern Illinois University, 2018.
520 $a This research explores statistical methods for forecasting realized volatility for stock market holdings; primarily Stochastic Dierential Equations for the development of various volatility measures and Bayesian Model Averaging for the development and optimization of a linear model capable of predicting said volatility. These methods will be outlined and explained before being applied to high frequency trade data.
590 $a School code: 0162.
650 4 $a Statistics. $3 517247
650 4 $a Finance. $3 542899
690 $a 0463
690 $a 0508
710 2 $a Northern Illinois University. $b Mathematical Sciences. $3 2102079
773 0 $t Masters Abstracts International $g 58-02(E).
790 $a 0162
791 $a M.S.
792 $a 2018
793 $a English
856 4 0 $u http://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=10839911