Please use this identifier to cite or link to this item: http://localhost/handle/Hannan/244333
Title: Three Essays in Financial Market Prediction YAN
Authors: Yan Liu
Year: 2007
Abstract: The dissertation comprises three essays, each of which addresses a specific problem infinancial market prediction. The first essay proposes to apply a multi-step optimizationmethod, Maximization by Parts (MBP), to estimate the Copula-GARCH models. TheCopula-GARCH models allow very flexible joint distributions by splitting the marginal
URI: http://localhost/handle/Hannan/244333
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Title: Three Essays in Financial Market Prediction YAN
Authors: Yan Liu
Year: 2007
Abstract: The dissertation comprises three essays, each of which addresses a specific problem infinancial market prediction. The first essay proposes to apply a multi-step optimizationmethod, Maximization by Parts (MBP), to estimate the Copula-GARCH models. TheCopula-GARCH models allow very flexible joint distributions by splitting the marginal
URI: http://localhost/handle/Hannan/244333
Appears in Collections:Thesis

Files in This Item:
File SizeFormat 
TL101664.pdf5.82 MBAdobe PDF
Title: Three Essays in Financial Market Prediction YAN
Authors: Yan Liu
Year: 2007
Abstract: The dissertation comprises three essays, each of which addresses a specific problem infinancial market prediction. The first essay proposes to apply a multi-step optimizationmethod, Maximization by Parts (MBP), to estimate the Copula-GARCH models. TheCopula-GARCH models allow very flexible joint distributions by splitting the marginal
URI: http://localhost/handle/Hannan/244333
Appears in Collections:Thesis

Files in This Item:
File SizeFormat 
TL101664.pdf5.82 MBAdobe PDF