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You searched for subject:(Financial Statistics). Showing records 1 – 30 of 129 total matches.

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University of Cape Town

1. Wandmacher, Ralf. Options and volatility effects in South Africa.

Degree: Image, Division of Actuarial Science, 1998, University of Cape Town

 This thesis examines and extends research into option price modeling in the South African market with a particular focus on its most important parameter, namely… (more)

Subjects/Keywords: Financial Statistics

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APA (6th Edition):

Wandmacher, R. (1998). Options and volatility effects in South Africa. (Thesis). University of Cape Town. Retrieved from http://hdl.handle.net/11427/19642

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Wandmacher, Ralf. “Options and volatility effects in South Africa.” 1998. Thesis, University of Cape Town. Accessed December 09, 2019. http://hdl.handle.net/11427/19642.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Wandmacher, Ralf. “Options and volatility effects in South Africa.” 1998. Web. 09 Dec 2019.

Vancouver:

Wandmacher R. Options and volatility effects in South Africa. [Internet] [Thesis]. University of Cape Town; 1998. [cited 2019 Dec 09]. Available from: http://hdl.handle.net/11427/19642.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Wandmacher R. Options and volatility effects in South Africa. [Thesis]. University of Cape Town; 1998. Available from: http://hdl.handle.net/11427/19642

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Cape Town

2. Ardington, Carolyn. Some contributions to the analysis and construction of funds in South Africa.

Degree: Image, Statistical Sciences, 1997, University of Cape Town

 Following international trends, the South African unit trust industry has become one of the fastest growing forms of investment in our financial market. Since the… (more)

Subjects/Keywords: Financial Statistics

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APA (6th Edition):

Ardington, C. (1997). Some contributions to the analysis and construction of funds in South Africa. (Thesis). University of Cape Town. Retrieved from http://hdl.handle.net/11427/16111

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Ardington, Carolyn. “Some contributions to the analysis and construction of funds in South Africa.” 1997. Thesis, University of Cape Town. Accessed December 09, 2019. http://hdl.handle.net/11427/16111.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Ardington, Carolyn. “Some contributions to the analysis and construction of funds in South Africa.” 1997. Web. 09 Dec 2019.

Vancouver:

Ardington C. Some contributions to the analysis and construction of funds in South Africa. [Internet] [Thesis]. University of Cape Town; 1997. [cited 2019 Dec 09]. Available from: http://hdl.handle.net/11427/16111.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Ardington C. Some contributions to the analysis and construction of funds in South Africa. [Thesis]. University of Cape Town; 1997. Available from: http://hdl.handle.net/11427/16111

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Deakin University

3. HASSAN, MARWA HASSAN ALY. Quantifying heteroskedasticity metrics.

Degree: 2016, Deakin University

 This study proposes a quantification measure for heteroskedasticity in the time series. Two methods are introduced for quantifying heteroskedasticity: Slope of Local Variance Index (SoLVI)… (more)

Subjects/Keywords: heteroskedasticity; Statistics; Mathematics; Financial forecasting

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APA (6th Edition):

HASSAN, M. H. A. (2016). Quantifying heteroskedasticity metrics. (Thesis). Deakin University. Retrieved from http://hdl.handle.net/10536/DRO/DU:30089384

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

HASSAN, MARWA HASSAN ALY. “Quantifying heteroskedasticity metrics.” 2016. Thesis, Deakin University. Accessed December 09, 2019. http://hdl.handle.net/10536/DRO/DU:30089384.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

HASSAN, MARWA HASSAN ALY. “Quantifying heteroskedasticity metrics.” 2016. Web. 09 Dec 2019.

Vancouver:

HASSAN MHA. Quantifying heteroskedasticity metrics. [Internet] [Thesis]. Deakin University; 2016. [cited 2019 Dec 09]. Available from: http://hdl.handle.net/10536/DRO/DU:30089384.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

HASSAN MHA. Quantifying heteroskedasticity metrics. [Thesis]. Deakin University; 2016. Available from: http://hdl.handle.net/10536/DRO/DU:30089384

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of KwaZulu-Natal

4. [No author]. Multivariate analysis of the BRICS financial markets.

Degree: Statistics, 2013, University of KwaZulu-Natal

 The co-movements and integration of financial markets has been a subject of great concern among many researchers and economists due to an interest in the… (more)

Subjects/Keywords: Multivariate analysis.; Financial institutions.; Statistics.; BRIC countries – Finance.; BRIC countries – Statistics.

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APA (6th Edition):

author], [. (2013). Multivariate analysis of the BRICS financial markets. (Thesis). University of KwaZulu-Natal. Retrieved from http://hdl.handle.net/10413/11309

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

author], [No. “Multivariate analysis of the BRICS financial markets. ” 2013. Thesis, University of KwaZulu-Natal. Accessed December 09, 2019. http://hdl.handle.net/10413/11309.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

author], [No. “Multivariate analysis of the BRICS financial markets. ” 2013. Web. 09 Dec 2019.

Vancouver:

author] [. Multivariate analysis of the BRICS financial markets. [Internet] [Thesis]. University of KwaZulu-Natal; 2013. [cited 2019 Dec 09]. Available from: http://hdl.handle.net/10413/11309.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

author] [. Multivariate analysis of the BRICS financial markets. [Thesis]. University of KwaZulu-Natal; 2013. Available from: http://hdl.handle.net/10413/11309

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Iowa State University

5. Zheng, Yun. Asset pricing based on stochastic delay differential equations.

Degree: 2015, Iowa State University

 This dissertation studies stochastic delay differential equations (SDDEs), applies them to real market data, and compares them with classic models. In Chapter 2, we study… (more)

Subjects/Keywords: Applied Mathematics; Statistics; Finance and Financial Management; Mathematics; Statistics and Probability

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APA (6th Edition):

Zheng, Y. (2015). Asset pricing based on stochastic delay differential equations. (Thesis). Iowa State University. Retrieved from https://lib.dr.iastate.edu/etd/14433

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Zheng, Yun. “Asset pricing based on stochastic delay differential equations.” 2015. Thesis, Iowa State University. Accessed December 09, 2019. https://lib.dr.iastate.edu/etd/14433.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Zheng, Yun. “Asset pricing based on stochastic delay differential equations.” 2015. Web. 09 Dec 2019.

Vancouver:

Zheng Y. Asset pricing based on stochastic delay differential equations. [Internet] [Thesis]. Iowa State University; 2015. [cited 2019 Dec 09]. Available from: https://lib.dr.iastate.edu/etd/14433.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Zheng Y. Asset pricing based on stochastic delay differential equations. [Thesis]. Iowa State University; 2015. Available from: https://lib.dr.iastate.edu/etd/14433

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Cape Town

6. Dietzsch, Carl Heinrich. A time series approach to the monetary sector of the South African economy.

Degree: Image, Statistical Sciences, 1978, University of Cape Town

 This thesis provides an investigation of the applicability of time series analysis to the process of economic model building. Chapter l explains the position of… (more)

Subjects/Keywords: Mathematical Statistics; Financial Statistics

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APA (6th Edition):

Dietzsch, C. H. (1978). A time series approach to the monetary sector of the South African economy. (Thesis). University of Cape Town. Retrieved from http://hdl.handle.net/11427/18067

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Dietzsch, Carl Heinrich. “A time series approach to the monetary sector of the South African economy.” 1978. Thesis, University of Cape Town. Accessed December 09, 2019. http://hdl.handle.net/11427/18067.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Dietzsch, Carl Heinrich. “A time series approach to the monetary sector of the South African economy.” 1978. Web. 09 Dec 2019.

Vancouver:

Dietzsch CH. A time series approach to the monetary sector of the South African economy. [Internet] [Thesis]. University of Cape Town; 1978. [cited 2019 Dec 09]. Available from: http://hdl.handle.net/11427/18067.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Dietzsch CH. A time series approach to the monetary sector of the South African economy. [Thesis]. University of Cape Town; 1978. Available from: http://hdl.handle.net/11427/18067

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Michigan State University

7. Picard, Joerg. Essays in high-frequency trading.

Degree: 2015, Michigan State University

Thesis Ph. D. Michigan State University. Business Administration – Finance 2015.

This dissertation is composed of two essays concerning the role of sub-second high-frequency trading in… (more)

Subjects/Keywords: Financial engineering – Statistics; Electronic trading of securities – Statistics; Investment analysis – Statistics; Cluster analysis; Finance

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APA (6th Edition):

Picard, J. (2015). Essays in high-frequency trading. (Thesis). Michigan State University. Retrieved from http://etd.lib.msu.edu/islandora/object/etd:3657

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Picard, Joerg. “Essays in high-frequency trading.” 2015. Thesis, Michigan State University. Accessed December 09, 2019. http://etd.lib.msu.edu/islandora/object/etd:3657.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Picard, Joerg. “Essays in high-frequency trading.” 2015. Web. 09 Dec 2019.

Vancouver:

Picard J. Essays in high-frequency trading. [Internet] [Thesis]. Michigan State University; 2015. [cited 2019 Dec 09]. Available from: http://etd.lib.msu.edu/islandora/object/etd:3657.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Picard J. Essays in high-frequency trading. [Thesis]. Michigan State University; 2015. Available from: http://etd.lib.msu.edu/islandora/object/etd:3657

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Columbia University

8. Neuberg, Richard. Advances in Credit Risk Modeling.

Degree: 2017, Columbia University

 Following the recent financial crisis, financial regulators have placed a strong emphasis on reducing expectations of government support for banks, and on better managing and… (more)

Subjects/Keywords: Financial risk; Financial risk management; Finance – Statistical methods; Finance – Statistics; Credit – Management – Statistical methods; Statistics; Finance

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APA (6th Edition):

Neuberg, R. (2017). Advances in Credit Risk Modeling. (Doctoral Dissertation). Columbia University. Retrieved from https://doi.org/10.7916/D84T6JZ0

Chicago Manual of Style (16th Edition):

Neuberg, Richard. “Advances in Credit Risk Modeling.” 2017. Doctoral Dissertation, Columbia University. Accessed December 09, 2019. https://doi.org/10.7916/D84T6JZ0.

MLA Handbook (7th Edition):

Neuberg, Richard. “Advances in Credit Risk Modeling.” 2017. Web. 09 Dec 2019.

Vancouver:

Neuberg R. Advances in Credit Risk Modeling. [Internet] [Doctoral dissertation]. Columbia University; 2017. [cited 2019 Dec 09]. Available from: https://doi.org/10.7916/D84T6JZ0.

Council of Science Editors:

Neuberg R. Advances in Credit Risk Modeling. [Doctoral Dissertation]. Columbia University; 2017. Available from: https://doi.org/10.7916/D84T6JZ0


UCLA

9. Derpanopoulos, George. Optimal Financial Portfolio Selection.

Degree: Statistics, 2018, UCLA

 Modern Portfolio Theory (MPT) has been the canonical theoretical model of portfolio selection for over 60 years, yet it faces limited adoption among practitioners. This… (more)

Subjects/Keywords: Statistics; Finance; Asset Allocation; Financial Statistics; Machine Learning; Modern Portfolio Theory; Portfolio Selection

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APA (6th Edition):

Derpanopoulos, G. (2018). Optimal Financial Portfolio Selection. (Thesis). UCLA. Retrieved from http://www.escholarship.org/uc/item/9v0796qh

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Derpanopoulos, George. “Optimal Financial Portfolio Selection.” 2018. Thesis, UCLA. Accessed December 09, 2019. http://www.escholarship.org/uc/item/9v0796qh.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Derpanopoulos, George. “Optimal Financial Portfolio Selection.” 2018. Web. 09 Dec 2019.

Vancouver:

Derpanopoulos G. Optimal Financial Portfolio Selection. [Internet] [Thesis]. UCLA; 2018. [cited 2019 Dec 09]. Available from: http://www.escholarship.org/uc/item/9v0796qh.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Derpanopoulos G. Optimal Financial Portfolio Selection. [Thesis]. UCLA; 2018. Available from: http://www.escholarship.org/uc/item/9v0796qh

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of KwaZulu-Natal

10. Naradh, Kimera. Multivariate elliptically contoured stable distributions with applications to BRICS financial data.

Degree: 2016, University of KwaZulu-Natal

 Brazil, Russia, India, China and South Africa (BRICS) are regarded as the ve major emerging economies where all members are a part of a select… (more)

Subjects/Keywords: Theses - Statistics.; Stable distributions.; BRICS.; BRICS financial data.; Data analysis.

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APA (6th Edition):

Naradh, K. (2016). Multivariate elliptically contoured stable distributions with applications to BRICS financial data. (Thesis). University of KwaZulu-Natal. Retrieved from http://hdl.handle.net/10413/15527

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Naradh, Kimera. “Multivariate elliptically contoured stable distributions with applications to BRICS financial data.” 2016. Thesis, University of KwaZulu-Natal. Accessed December 09, 2019. http://hdl.handle.net/10413/15527.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Naradh, Kimera. “Multivariate elliptically contoured stable distributions with applications to BRICS financial data.” 2016. Web. 09 Dec 2019.

Vancouver:

Naradh K. Multivariate elliptically contoured stable distributions with applications to BRICS financial data. [Internet] [Thesis]. University of KwaZulu-Natal; 2016. [cited 2019 Dec 09]. Available from: http://hdl.handle.net/10413/15527.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Naradh K. Multivariate elliptically contoured stable distributions with applications to BRICS financial data. [Thesis]. University of KwaZulu-Natal; 2016. Available from: http://hdl.handle.net/10413/15527

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Wisconsin – Milwaukee

11. Yu, Daoping. Statistical Contributions to Operational Risk Modeling.

Degree: PhD, Mathematics, 2016, University of Wisconsin – Milwaukee

  In this dissertation, we focus on statistical aspects of operational risk modeling. Specifically, we are interested in understanding the effects of model uncertainty on… (more)

Subjects/Keywords: Finance and Financial Management; Mathematics; Statistics and Probability

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APA (6th Edition):

Yu, D. (2016). Statistical Contributions to Operational Risk Modeling. (Doctoral Dissertation). University of Wisconsin – Milwaukee. Retrieved from https://dc.uwm.edu/etd/1235

Chicago Manual of Style (16th Edition):

Yu, Daoping. “Statistical Contributions to Operational Risk Modeling.” 2016. Doctoral Dissertation, University of Wisconsin – Milwaukee. Accessed December 09, 2019. https://dc.uwm.edu/etd/1235.

MLA Handbook (7th Edition):

Yu, Daoping. “Statistical Contributions to Operational Risk Modeling.” 2016. Web. 09 Dec 2019.

Vancouver:

Yu D. Statistical Contributions to Operational Risk Modeling. [Internet] [Doctoral dissertation]. University of Wisconsin – Milwaukee; 2016. [cited 2019 Dec 09]. Available from: https://dc.uwm.edu/etd/1235.

Council of Science Editors:

Yu D. Statistical Contributions to Operational Risk Modeling. [Doctoral Dissertation]. University of Wisconsin – Milwaukee; 2016. Available from: https://dc.uwm.edu/etd/1235

12. Qi, Ji. Asymptotic Likelihood Inference for Sharpe Ratio.

Degree: PhD, Economics, 2016, York University

 The Sharpe ratio is one of the most widely used measures of the performance of an investment with respect to its return and risk. Since… (more)

Subjects/Keywords: Statistics; Asymptotic Likelihood Method; Sharpe Ratio; Financial Econometrics

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APA (6th Edition):

Qi, J. (2016). Asymptotic Likelihood Inference for Sharpe Ratio. (Doctoral Dissertation). York University. Retrieved from http://hdl.handle.net/10315/32786

Chicago Manual of Style (16th Edition):

Qi, Ji. “Asymptotic Likelihood Inference for Sharpe Ratio.” 2016. Doctoral Dissertation, York University. Accessed December 09, 2019. http://hdl.handle.net/10315/32786.

MLA Handbook (7th Edition):

Qi, Ji. “Asymptotic Likelihood Inference for Sharpe Ratio.” 2016. Web. 09 Dec 2019.

Vancouver:

Qi J. Asymptotic Likelihood Inference for Sharpe Ratio. [Internet] [Doctoral dissertation]. York University; 2016. [cited 2019 Dec 09]. Available from: http://hdl.handle.net/10315/32786.

Council of Science Editors:

Qi J. Asymptotic Likelihood Inference for Sharpe Ratio. [Doctoral Dissertation]. York University; 2016. Available from: http://hdl.handle.net/10315/32786


Columbia University

13. He, Pu. Essays on Demand Estimation, Financial Economics and Machine Learning.

Degree: 2019, Columbia University

 In this era of big data, we often rely on techniques ranging from simple linear regression, structural estimation, and state-of-the-art machine learning algorithms to make… (more)

Subjects/Keywords: Economics; Finance; Statistics; Financial engineering; Econometric models; Machine learning – Mathematical models

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APA (6th Edition):

He, P. (2019). Essays on Demand Estimation, Financial Economics and Machine Learning. (Doctoral Dissertation). Columbia University. Retrieved from https://doi.org/10.7916/d8-gz54-hj94

Chicago Manual of Style (16th Edition):

He, Pu. “Essays on Demand Estimation, Financial Economics and Machine Learning.” 2019. Doctoral Dissertation, Columbia University. Accessed December 09, 2019. https://doi.org/10.7916/d8-gz54-hj94.

MLA Handbook (7th Edition):

He, Pu. “Essays on Demand Estimation, Financial Economics and Machine Learning.” 2019. Web. 09 Dec 2019.

Vancouver:

He P. Essays on Demand Estimation, Financial Economics and Machine Learning. [Internet] [Doctoral dissertation]. Columbia University; 2019. [cited 2019 Dec 09]. Available from: https://doi.org/10.7916/d8-gz54-hj94.

Council of Science Editors:

He P. Essays on Demand Estimation, Financial Economics and Machine Learning. [Doctoral Dissertation]. Columbia University; 2019. Available from: https://doi.org/10.7916/d8-gz54-hj94


Brno University of Technology

14. Lališ, Roman. Uplatnění statistických metod při zpracování dat .

Degree: 2014, Brno University of Technology

 Diplomová práca je zameraná na finančné analýzu zdravia mikropodniku s využitím štatistických metód, presnejšie časových rád. Zvolená veľkosť podniku súvisí s prínosom pre podnik, keďže… (more)

Subjects/Keywords: Finančná analýza; časové rady; štatistika; finančné ukazovatele; Excel VBA.; Financial analysis; time series; statistics; financial indicators; Excel VBA.

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APA (6th Edition):

Lališ, R. (2014). Uplatnění statistických metod při zpracování dat . (Thesis). Brno University of Technology. Retrieved from http://hdl.handle.net/11012/31826

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Lališ, Roman. “Uplatnění statistických metod při zpracování dat .” 2014. Thesis, Brno University of Technology. Accessed December 09, 2019. http://hdl.handle.net/11012/31826.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Lališ, Roman. “Uplatnění statistických metod při zpracování dat .” 2014. Web. 09 Dec 2019.

Vancouver:

Lališ R. Uplatnění statistických metod při zpracování dat . [Internet] [Thesis]. Brno University of Technology; 2014. [cited 2019 Dec 09]. Available from: http://hdl.handle.net/11012/31826.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Lališ R. Uplatnění statistických metod při zpracování dat . [Thesis]. Brno University of Technology; 2014. Available from: http://hdl.handle.net/11012/31826

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Brno University of Technology

15. Skočík, Michal. Analýza ekonomických ukazatelů pomocí statistických metod .

Degree: 2014, Brno University of Technology

 Bakalářská práce je zaměřena na analýzu společnosti Dům kultury Hodonín, příspěvková organizace. K analýze jsou použity vybrané finanční ukazatele a následná aplikace statistických metod. Finanční… (more)

Subjects/Keywords: Statistika; časové řady; regresní analýza; finanční analýza; finanční ukazatele.; Statistics; time series; regression analysis; financial analysis; financial indicators.

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APA (6th Edition):

Skočík, M. (2014). Analýza ekonomických ukazatelů pomocí statistických metod . (Thesis). Brno University of Technology. Retrieved from http://hdl.handle.net/11012/33242

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Skočík, Michal. “Analýza ekonomických ukazatelů pomocí statistických metod .” 2014. Thesis, Brno University of Technology. Accessed December 09, 2019. http://hdl.handle.net/11012/33242.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Skočík, Michal. “Analýza ekonomických ukazatelů pomocí statistických metod .” 2014. Web. 09 Dec 2019.

Vancouver:

Skočík M. Analýza ekonomických ukazatelů pomocí statistických metod . [Internet] [Thesis]. Brno University of Technology; 2014. [cited 2019 Dec 09]. Available from: http://hdl.handle.net/11012/33242.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Skočík M. Analýza ekonomických ukazatelů pomocí statistických metod . [Thesis]. Brno University of Technology; 2014. Available from: http://hdl.handle.net/11012/33242

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Utah State University

16. Zhang, Xi. Empirical Properties of Functional Regression Models and Application to High-Frequency Financial Data.

Degree: PhD, Mathematics and Statistics, 2013, Utah State University

 Functional data analysis (FDA) has grown into a substantial field of statistical research, with new methodology, numerous useful applications and interesting novel theoretical developments. My… (more)

Subjects/Keywords: Empirical Study; Financial Data; Functional Data Analysis; Functional Regression Models; Finance and Financial Management; Statistics and Probability

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Zhang, X. (2013). Empirical Properties of Functional Regression Models and Application to High-Frequency Financial Data. (Doctoral Dissertation). Utah State University. Retrieved from https://digitalcommons.usu.edu/etd/1973

Chicago Manual of Style (16th Edition):

Zhang, Xi. “Empirical Properties of Functional Regression Models and Application to High-Frequency Financial Data.” 2013. Doctoral Dissertation, Utah State University. Accessed December 09, 2019. https://digitalcommons.usu.edu/etd/1973.

MLA Handbook (7th Edition):

Zhang, Xi. “Empirical Properties of Functional Regression Models and Application to High-Frequency Financial Data.” 2013. Web. 09 Dec 2019.

Vancouver:

Zhang X. Empirical Properties of Functional Regression Models and Application to High-Frequency Financial Data. [Internet] [Doctoral dissertation]. Utah State University; 2013. [cited 2019 Dec 09]. Available from: https://digitalcommons.usu.edu/etd/1973.

Council of Science Editors:

Zhang X. Empirical Properties of Functional Regression Models and Application to High-Frequency Financial Data. [Doctoral Dissertation]. Utah State University; 2013. Available from: https://digitalcommons.usu.edu/etd/1973


Brunel University

17. Sheng, Zhuo. Order-statistics-based inferences for censored lifetime data and financial risk analysis.

Degree: PhD, 2013, Brunel University

 This thesis focuses on applying order-statistics-based inferences on lifetime analysis and financial risk measurement. The first problem is raised from fitting the Weibull distribution to… (more)

Subjects/Keywords: 519.5; Order-statistics; Extreme value theory; Quantile regression; Financial risk; Lifetime test

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APA (6th Edition):

Sheng, Z. (2013). Order-statistics-based inferences for censored lifetime data and financial risk analysis. (Doctoral Dissertation). Brunel University. Retrieved from http://bura.brunel.ac.uk/handle/2438/7646 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.577894

Chicago Manual of Style (16th Edition):

Sheng, Zhuo. “Order-statistics-based inferences for censored lifetime data and financial risk analysis.” 2013. Doctoral Dissertation, Brunel University. Accessed December 09, 2019. http://bura.brunel.ac.uk/handle/2438/7646 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.577894.

MLA Handbook (7th Edition):

Sheng, Zhuo. “Order-statistics-based inferences for censored lifetime data and financial risk analysis.” 2013. Web. 09 Dec 2019.

Vancouver:

Sheng Z. Order-statistics-based inferences for censored lifetime data and financial risk analysis. [Internet] [Doctoral dissertation]. Brunel University; 2013. [cited 2019 Dec 09]. Available from: http://bura.brunel.ac.uk/handle/2438/7646 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.577894.

Council of Science Editors:

Sheng Z. Order-statistics-based inferences for censored lifetime data and financial risk analysis. [Doctoral Dissertation]. Brunel University; 2013. Available from: http://bura.brunel.ac.uk/handle/2438/7646 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.577894


University of California – San Diego

18. CHEN, JIE. Prediction in Time Series Models and Model-free Inference with a Specialization in Financial Return Data.

Degree: Math w/Spec in Statistics, 2018, University of California – San Diego

 The main aim of this dissertation is to study the prediction of financial returns or squared financial returns. As is known, financial returns data have… (more)

Subjects/Keywords: Mathematics; Statistics; financial returns; GARCH; model-free; NoVaS; prediction; time series models

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APA (6th Edition):

CHEN, J. (2018). Prediction in Time Series Models and Model-free Inference with a Specialization in Financial Return Data. (Thesis). University of California – San Diego. Retrieved from http://www.escholarship.org/uc/item/2kv7b1qx

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

CHEN, JIE. “Prediction in Time Series Models and Model-free Inference with a Specialization in Financial Return Data.” 2018. Thesis, University of California – San Diego. Accessed December 09, 2019. http://www.escholarship.org/uc/item/2kv7b1qx.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

CHEN, JIE. “Prediction in Time Series Models and Model-free Inference with a Specialization in Financial Return Data.” 2018. Web. 09 Dec 2019.

Vancouver:

CHEN J. Prediction in Time Series Models and Model-free Inference with a Specialization in Financial Return Data. [Internet] [Thesis]. University of California – San Diego; 2018. [cited 2019 Dec 09]. Available from: http://www.escholarship.org/uc/item/2kv7b1qx.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

CHEN J. Prediction in Time Series Models and Model-free Inference with a Specialization in Financial Return Data. [Thesis]. University of California – San Diego; 2018. Available from: http://www.escholarship.org/uc/item/2kv7b1qx

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


KTH

19. Orrenius, Johan. Optimal mass transport: a viable alternative to copulas in financial risk modeling?.

Degree: Mathematics (Dept.), 2018, KTH

Copulas as a description of joint probability distributions is today common when modeling financial risk. The optimal mass transport problem also describes dependence structures,… (more)

Subjects/Keywords: Optimal mass transport; Financial risk; Copulas; Probability Theory and Statistics; Sannolikhetsteori och statistik

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Orrenius, J. (2018). Optimal mass transport: a viable alternative to copulas in financial risk modeling?. (Thesis). KTH. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-231829

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Orrenius, Johan. “Optimal mass transport: a viable alternative to copulas in financial risk modeling?.” 2018. Thesis, KTH. Accessed December 09, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-231829.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Orrenius, Johan. “Optimal mass transport: a viable alternative to copulas in financial risk modeling?.” 2018. Web. 09 Dec 2019.

Vancouver:

Orrenius J. Optimal mass transport: a viable alternative to copulas in financial risk modeling?. [Internet] [Thesis]. KTH; 2018. [cited 2019 Dec 09]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-231829.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Orrenius J. Optimal mass transport: a viable alternative to copulas in financial risk modeling?. [Thesis]. KTH; 2018. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-231829

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of California – Irvine

20. Vossmeyer, Angela Marie. Analysis of Discrete Data Models with Endogeneity, Simultaneity, and Missing Outcomes.

Degree: Economics, 2015, University of California – Irvine

 This thesis is concerned with specifying and estimating multivariate models in discrete data settings. The models are applied to several empirical applications with an emphasis… (more)

Subjects/Keywords: Economics; Statistics; Banking; Bayesian inference; Discrete data; Financial crises; Markov chain Monte Carlo; Model comparison

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APA (6th Edition):

Vossmeyer, A. M. (2015). Analysis of Discrete Data Models with Endogeneity, Simultaneity, and Missing Outcomes. (Thesis). University of California – Irvine. Retrieved from http://www.escholarship.org/uc/item/3x74w3rh

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Vossmeyer, Angela Marie. “Analysis of Discrete Data Models with Endogeneity, Simultaneity, and Missing Outcomes.” 2015. Thesis, University of California – Irvine. Accessed December 09, 2019. http://www.escholarship.org/uc/item/3x74w3rh.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Vossmeyer, Angela Marie. “Analysis of Discrete Data Models with Endogeneity, Simultaneity, and Missing Outcomes.” 2015. Web. 09 Dec 2019.

Vancouver:

Vossmeyer AM. Analysis of Discrete Data Models with Endogeneity, Simultaneity, and Missing Outcomes. [Internet] [Thesis]. University of California – Irvine; 2015. [cited 2019 Dec 09]. Available from: http://www.escholarship.org/uc/item/3x74w3rh.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Vossmeyer AM. Analysis of Discrete Data Models with Endogeneity, Simultaneity, and Missing Outcomes. [Thesis]. University of California – Irvine; 2015. Available from: http://www.escholarship.org/uc/item/3x74w3rh

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Stellenbosch University

21. Perrang, Justin. An application of copulas to improve PCA biplots for multivariate extremes.

Degree: MCom, Statistics and Actuarial Science, 2018, Stellenbosch University

ENGLISH SUMMARY : Principal Component Analysis (PCA) biplots is a valuable means of visualising high dimensional data. The application of PCA biplots over a wide… (more)

Subjects/Keywords: Principal components analysis; Biplots; Copulas (Mathematical statistics); Financial data  – Statistical methods; Extreme value theory; UCTD

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Perrang, J. (2018). An application of copulas to improve PCA biplots for multivariate extremes. (Thesis). Stellenbosch University. Retrieved from http://hdl.handle.net/10019.1/104861

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Perrang, Justin. “An application of copulas to improve PCA biplots for multivariate extremes.” 2018. Thesis, Stellenbosch University. Accessed December 09, 2019. http://hdl.handle.net/10019.1/104861.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Perrang, Justin. “An application of copulas to improve PCA biplots for multivariate extremes.” 2018. Web. 09 Dec 2019.

Vancouver:

Perrang J. An application of copulas to improve PCA biplots for multivariate extremes. [Internet] [Thesis]. Stellenbosch University; 2018. [cited 2019 Dec 09]. Available from: http://hdl.handle.net/10019.1/104861.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Perrang J. An application of copulas to improve PCA biplots for multivariate extremes. [Thesis]. Stellenbosch University; 2018. Available from: http://hdl.handle.net/10019.1/104861

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

22. Shcherbakova, Evgenia. On-line change-point detection procedures for Initial Public Offerings.

Degree: MPE-lab, 2010, Halmstad UniversityHalmstad University

    In this thesis we investigate the case of monitoring of stocks havingjust been introduced for public trading on the nancial market. Theempirical distribution… (more)

Subjects/Keywords: Financial Mathematics; cange-point detection; monitoring; Applied mathematics; Tillämpad matematik; Mathematical statistics; Matematisk statistik

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APA (6th Edition):

Shcherbakova, E. (2010). On-line change-point detection procedures for Initial Public Offerings. (Thesis). Halmstad UniversityHalmstad University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:hh:diva-13940

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Shcherbakova, Evgenia. “On-line change-point detection procedures for Initial Public Offerings.” 2010. Thesis, Halmstad UniversityHalmstad University. Accessed December 09, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:hh:diva-13940.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Shcherbakova, Evgenia. “On-line change-point detection procedures for Initial Public Offerings.” 2010. Web. 09 Dec 2019.

Vancouver:

Shcherbakova E. On-line change-point detection procedures for Initial Public Offerings. [Internet] [Thesis]. Halmstad UniversityHalmstad University; 2010. [cited 2019 Dec 09]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:hh:diva-13940.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Shcherbakova E. On-line change-point detection procedures for Initial Public Offerings. [Thesis]. Halmstad UniversityHalmstad University; 2010. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:hh:diva-13940

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Halmstad University

23. Ko, Byeonggeon. Monitoring Exchange Rates by Statistical Process Control.

Degree: MPE-lab, 2011, Halmstad University

  The exchange rate market has traditionally played a key role in the financial market. The variation of the exchange rate which is called volatility… (more)

Subjects/Keywords: Financial Mathematics; exchange rates; statistical process control; Mathematical statistics; Matematisk statistik; Applied mathematics; Tillämpad matematik

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Ko, B. (2011). Monitoring Exchange Rates by Statistical Process Control. (Thesis). Halmstad University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:hh:diva-16533

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Ko, Byeonggeon. “Monitoring Exchange Rates by Statistical Process Control.” 2011. Thesis, Halmstad University. Accessed December 09, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:hh:diva-16533.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Ko, Byeonggeon. “Monitoring Exchange Rates by Statistical Process Control.” 2011. Web. 09 Dec 2019.

Vancouver:

Ko B. Monitoring Exchange Rates by Statistical Process Control. [Internet] [Thesis]. Halmstad University; 2011. [cited 2019 Dec 09]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:hh:diva-16533.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Ko B. Monitoring Exchange Rates by Statistical Process Control. [Thesis]. Halmstad University; 2011. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:hh:diva-16533

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Halmstad University

24. Prostakova, Irina. Energy Derivatives Pricing.

Degree: MPE-lab, 2011, Halmstad University

  In this paper we examine energy derivatives pricing. The previous studies considered the same source of uncertainty for the spot and the futures prices.… (more)

Subjects/Keywords: Financial Mathematics; Option; Energy derivative pricing; Applied mathematics; Tillämpad matematik; Mathematical statistics; Matematisk statistik

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APA (6th Edition):

Prostakova, I. (2011). Energy Derivatives Pricing. (Thesis). Halmstad University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:hh:diva-16174

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Prostakova, Irina. “Energy Derivatives Pricing.” 2011. Thesis, Halmstad University. Accessed December 09, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:hh:diva-16174.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Prostakova, Irina. “Energy Derivatives Pricing.” 2011. Web. 09 Dec 2019.

Vancouver:

Prostakova I. Energy Derivatives Pricing. [Internet] [Thesis]. Halmstad University; 2011. [cited 2019 Dec 09]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:hh:diva-16174.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Prostakova I. Energy Derivatives Pricing. [Thesis]. Halmstad University; 2011. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:hh:diva-16174

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of KwaZulu-Natal

25. Kemda, Lionel Establet. Modeling financial data using the multivariate generalized hyperbolic distribution and copula.

Degree: 2015, University of KwaZulu-Natal

Financial data usually possess some characteristics, such as volatility clustering, asymmetry, heavy and semi-heavy tails thus, making it difficult, if not impossible, to use Normal… (more)

Subjects/Keywords: Theses - Statistics.; Financial returns.; Univariate distribution.; Multivariate distribution.; Generalized hyperbolic distribution.; Value-at-Risk.

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APA (6th Edition):

Kemda, L. E. (2015). Modeling financial data using the multivariate generalized hyperbolic distribution and copula. (Thesis). University of KwaZulu-Natal. Retrieved from http://hdl.handle.net/10413/15532

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Kemda, Lionel Establet. “Modeling financial data using the multivariate generalized hyperbolic distribution and copula.” 2015. Thesis, University of KwaZulu-Natal. Accessed December 09, 2019. http://hdl.handle.net/10413/15532.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Kemda, Lionel Establet. “Modeling financial data using the multivariate generalized hyperbolic distribution and copula.” 2015. Web. 09 Dec 2019.

Vancouver:

Kemda LE. Modeling financial data using the multivariate generalized hyperbolic distribution and copula. [Internet] [Thesis]. University of KwaZulu-Natal; 2015. [cited 2019 Dec 09]. Available from: http://hdl.handle.net/10413/15532.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Kemda LE. Modeling financial data using the multivariate generalized hyperbolic distribution and copula. [Thesis]. University of KwaZulu-Natal; 2015. Available from: http://hdl.handle.net/10413/15532

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


UCLA

26. Porsani, Rafael Amaral. Machine Learning and Asset Pricing Models.

Degree: Management (MS/PHD), 2018, UCLA

 Even though statistical-learning techniques have become increasingly popular in many scientific areas, few studies in the field of cross-sectional asset pricing have incorporated these in… (more)

Subjects/Keywords: Finance; Statistics; Artificial intelligence; Asset Pricing Models; Cross-validation; Finance; Financial Market Anomalies; Machine learning

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APA (6th Edition):

Porsani, R. A. (2018). Machine Learning and Asset Pricing Models. (Thesis). UCLA. Retrieved from http://www.escholarship.org/uc/item/124940r0

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Porsani, Rafael Amaral. “Machine Learning and Asset Pricing Models.” 2018. Thesis, UCLA. Accessed December 09, 2019. http://www.escholarship.org/uc/item/124940r0.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Porsani, Rafael Amaral. “Machine Learning and Asset Pricing Models.” 2018. Web. 09 Dec 2019.

Vancouver:

Porsani RA. Machine Learning and Asset Pricing Models. [Internet] [Thesis]. UCLA; 2018. [cited 2019 Dec 09]. Available from: http://www.escholarship.org/uc/item/124940r0.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Porsani RA. Machine Learning and Asset Pricing Models. [Thesis]. UCLA; 2018. Available from: http://www.escholarship.org/uc/item/124940r0

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


George Mason University

27. Wilson, Seunghye Jung. Trend Detection and Pattern Recognition in Financial Time Series .

Degree: 2016, George Mason University

 One major interest of financial time series analysis is to identify changepoints of trends and recognize patterns that can be used for classification and clustering… (more)

Subjects/Keywords: Statistics; Detecting trend changepoints; Financial time series; Similarity measures; Time series data representation

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APA (6th Edition):

Wilson, S. J. (2016). Trend Detection and Pattern Recognition in Financial Time Series . (Thesis). George Mason University. Retrieved from http://hdl.handle.net/1920/10463

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Wilson, Seunghye Jung. “Trend Detection and Pattern Recognition in Financial Time Series .” 2016. Thesis, George Mason University. Accessed December 09, 2019. http://hdl.handle.net/1920/10463.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Wilson, Seunghye Jung. “Trend Detection and Pattern Recognition in Financial Time Series .” 2016. Web. 09 Dec 2019.

Vancouver:

Wilson SJ. Trend Detection and Pattern Recognition in Financial Time Series . [Internet] [Thesis]. George Mason University; 2016. [cited 2019 Dec 09]. Available from: http://hdl.handle.net/1920/10463.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Wilson SJ. Trend Detection and Pattern Recognition in Financial Time Series . [Thesis]. George Mason University; 2016. Available from: http://hdl.handle.net/1920/10463

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Brno University of Technology

28. Zehnal, Jindřich. Analýza společnosti Ing. Brázda-Univers, s.r.o. pomocí časových řad .

Degree: 2011, Brno University of Technology

 Bakalářská práce se zabývá aplikací statistických metod, časových řad a regresní analýzy, pro hodnocení ekonomických ukazatelů podniku Ing. Brázda – UNIVERS s. r. o. V… (more)

Subjects/Keywords: Finanční analýza; časové řady; regresní analýza; statistika.; Financial analysis; time series; regression analysis; statistics.

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APA (6th Edition):

Zehnal, J. (2011). Analýza společnosti Ing. Brázda-Univers, s.r.o. pomocí časových řad . (Thesis). Brno University of Technology. Retrieved from http://hdl.handle.net/11012/7690

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Zehnal, Jindřich. “Analýza společnosti Ing. Brázda-Univers, s.r.o. pomocí časových řad .” 2011. Thesis, Brno University of Technology. Accessed December 09, 2019. http://hdl.handle.net/11012/7690.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Zehnal, Jindřich. “Analýza společnosti Ing. Brázda-Univers, s.r.o. pomocí časových řad .” 2011. Web. 09 Dec 2019.

Vancouver:

Zehnal J. Analýza společnosti Ing. Brázda-Univers, s.r.o. pomocí časových řad . [Internet] [Thesis]. Brno University of Technology; 2011. [cited 2019 Dec 09]. Available from: http://hdl.handle.net/11012/7690.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Zehnal J. Analýza společnosti Ing. Brázda-Univers, s.r.o. pomocí časových řad . [Thesis]. Brno University of Technology; 2011. Available from: http://hdl.handle.net/11012/7690

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Nevada – Las Vegas

29. Cui, Fangjin. ARIMA models for bank failures: Prediction and comparison.

Degree: MSin Mathematical Science, Mathematical Sciences, 2011, University of Nevada – Las Vegas

  The number of bank failures has increased dramatically over the last twenty-two years. A common notion in economics is that some banks can become… (more)

Subjects/Keywords: Applied Statistics; Banking and Finance Law; Finance and Financial Management; Multivariate Analysis; Statistical Models

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APA (6th Edition):

Cui, F. (2011). ARIMA models for bank failures: Prediction and comparison. (Masters Thesis). University of Nevada – Las Vegas. Retrieved from https://digitalscholarship.unlv.edu/thesesdissertations/1027

Chicago Manual of Style (16th Edition):

Cui, Fangjin. “ARIMA models for bank failures: Prediction and comparison.” 2011. Masters Thesis, University of Nevada – Las Vegas. Accessed December 09, 2019. https://digitalscholarship.unlv.edu/thesesdissertations/1027.

MLA Handbook (7th Edition):

Cui, Fangjin. “ARIMA models for bank failures: Prediction and comparison.” 2011. Web. 09 Dec 2019.

Vancouver:

Cui F. ARIMA models for bank failures: Prediction and comparison. [Internet] [Masters thesis]. University of Nevada – Las Vegas; 2011. [cited 2019 Dec 09]. Available from: https://digitalscholarship.unlv.edu/thesesdissertations/1027.

Council of Science Editors:

Cui F. ARIMA models for bank failures: Prediction and comparison. [Masters Thesis]. University of Nevada – Las Vegas; 2011. Available from: https://digitalscholarship.unlv.edu/thesesdissertations/1027

30. Risk, James Kenneth. Three Applications of Gaussian Process Modeling in Evaluation of Longevity Risk Management.

Degree: 2017, University of California – eScholarship, University of California

 Longevity risk, the risk associated with people living too long, is an emerging issue in financial markets. Two major factors related to this are with… (more)

Subjects/Keywords: Statistics; Applied mathematics; financial math; gaussian processes; longevity risk; machine learning; monte carlo; mortality modeling

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Risk, J. K. (2017). Three Applications of Gaussian Process Modeling in Evaluation of Longevity Risk Management. (Thesis). University of California – eScholarship, University of California. Retrieved from http://www.escholarship.org/uc/item/3bv8613d

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Risk, James Kenneth. “Three Applications of Gaussian Process Modeling in Evaluation of Longevity Risk Management.” 2017. Thesis, University of California – eScholarship, University of California. Accessed December 09, 2019. http://www.escholarship.org/uc/item/3bv8613d.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Risk, James Kenneth. “Three Applications of Gaussian Process Modeling in Evaluation of Longevity Risk Management.” 2017. Web. 09 Dec 2019.

Vancouver:

Risk JK. Three Applications of Gaussian Process Modeling in Evaluation of Longevity Risk Management. [Internet] [Thesis]. University of California – eScholarship, University of California; 2017. [cited 2019 Dec 09]. Available from: http://www.escholarship.org/uc/item/3bv8613d.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Risk JK. Three Applications of Gaussian Process Modeling in Evaluation of Longevity Risk Management. [Thesis]. University of California – eScholarship, University of California; 2017. Available from: http://www.escholarship.org/uc/item/3bv8613d

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

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