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You searched for subject:(T distribution). Showing records 1 – 5 of 5 total matches.

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McMaster University

1. Tan, Tao. Univariate and Bivariate ACD Models for High-Frequency Data Based on Birnbaum-Saunders and Related Distributions.

Degree: MSc, 2018, McMaster University

 This thesis proposes a new class of bivariate autoregressive conditional median duration models for matched high-frequency data and develops some inferential methods for an existing… (more)

Subjects/Keywords: High-frequency financial data; Autoregressive conditional duration model; Conditional quantile duration; Student-t Birnbaum-Saunders distribution; Bivariate Birnbaum-Saunders distribution; Bivariate Student-t Birnbaum-Saunders distribution; Maximum likelihood estimation; Nelder-Mead algorithm; BFGS method; Monte Carlo simulation; Density forecast; Goodness-of-fit; Model discrimination; Information-based criterion

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

APA (6th Edition):

Tan, T. (2018). Univariate and Bivariate ACD Models for High-Frequency Data Based on Birnbaum-Saunders and Related Distributions. (Masters Thesis). McMaster University. Retrieved from http://hdl.handle.net/11375/23977

Chicago Manual of Style (16th Edition):

Tan, Tao. “Univariate and Bivariate ACD Models for High-Frequency Data Based on Birnbaum-Saunders and Related Distributions.” 2018. Masters Thesis, McMaster University. Accessed December 11, 2019. http://hdl.handle.net/11375/23977.

MLA Handbook (7th Edition):

Tan, Tao. “Univariate and Bivariate ACD Models for High-Frequency Data Based on Birnbaum-Saunders and Related Distributions.” 2018. Web. 11 Dec 2019.

Vancouver:

Tan T. Univariate and Bivariate ACD Models for High-Frequency Data Based on Birnbaum-Saunders and Related Distributions. [Internet] [Masters thesis]. McMaster University; 2018. [cited 2019 Dec 11]. Available from: http://hdl.handle.net/11375/23977.

Council of Science Editors:

Tan T. Univariate and Bivariate ACD Models for High-Frequency Data Based on Birnbaum-Saunders and Related Distributions. [Masters Thesis]. McMaster University; 2018. Available from: http://hdl.handle.net/11375/23977


Uppsala University

2. Blad, Wiktor. GARCH models applied on Swedish Stock Exchange Indices.

Degree: Statistics, 2019, Uppsala University

  In the financial industry, it has been increasingly popular to measure risk. One of the most common quantitative measures for assessing risk is Value-at-Risk… (more)

Subjects/Keywords: Value-at-Risk; GARCH; GJR-GARCH; EGARCH; student´s t distribution; generalized error distribution; Kupiec´s test; Chrisoffersen´s test; forecast; Economics and Business; Ekonomi och näringsliv

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APA (6th Edition):

Blad, W. (2019). GARCH models applied on Swedish Stock Exchange Indices. (Thesis). Uppsala University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-386185

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):

Blad, Wiktor. “GARCH models applied on Swedish Stock Exchange Indices.” 2019. Thesis, Uppsala University. Accessed December 11, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-386185.

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

MLA Handbook (7th Edition):

Blad, Wiktor. “GARCH models applied on Swedish Stock Exchange Indices.” 2019. Web. 11 Dec 2019.

Vancouver:

Blad W. GARCH models applied on Swedish Stock Exchange Indices. [Internet] [Thesis]. Uppsala University; 2019. [cited 2019 Dec 11]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-386185.

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

Council of Science Editors:

Blad W. GARCH models applied on Swedish Stock Exchange Indices. [Thesis]. Uppsala University; 2019. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-386185

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


University of Ottawa

3. Loukrati, Hicham. Tail Empirical Processes: Limit Theorems and Bootstrap Techniques, with Applications to Risk Measures .

Degree: 2018, University of Ottawa

 Au cours des dernières années, des changements importants dans le domaine des assurances et des finances attirent de plus en plus l’attention sur la nécessité… (more)

Subjects/Keywords: Extremes; Conditional tail expectation; Regularly varying tail; Hill estimator; Bootstrap; Harmonic moment estimators; T-Hill estimator; Value-at-Risk; Tail empirical distribution function

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

APA (6th Edition):

Loukrati, H. (2018). Tail Empirical Processes: Limit Theorems and Bootstrap Techniques, with Applications to Risk Measures . (Thesis). University of Ottawa. Retrieved from http://hdl.handle.net/10393/37594

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):

Loukrati, Hicham. “Tail Empirical Processes: Limit Theorems and Bootstrap Techniques, with Applications to Risk Measures .” 2018. Thesis, University of Ottawa. Accessed December 11, 2019. http://hdl.handle.net/10393/37594.

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

MLA Handbook (7th Edition):

Loukrati, Hicham. “Tail Empirical Processes: Limit Theorems and Bootstrap Techniques, with Applications to Risk Measures .” 2018. Web. 11 Dec 2019.

Vancouver:

Loukrati H. Tail Empirical Processes: Limit Theorems and Bootstrap Techniques, with Applications to Risk Measures . [Internet] [Thesis]. University of Ottawa; 2018. [cited 2019 Dec 11]. Available from: http://hdl.handle.net/10393/37594.

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

Council of Science Editors:

Loukrati H. Tail Empirical Processes: Limit Theorems and Bootstrap Techniques, with Applications to Risk Measures . [Thesis]. University of Ottawa; 2018. Available from: http://hdl.handle.net/10393/37594

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


Uppsala University

4. Börjesson, Carl. Univariate GARCH models with realized variance.

Degree: Statistics, 2019, Uppsala University

  This essay investigates how realized variance affects the GARCH-models (GARCH, EGARCH, GJRGARCH) when added as an external regressor. The GARCH models are estimated with… (more)

Subjects/Keywords: GARCH; EGARCH; GJRGARCH; external regressor; realized variance; volatility; Value at Risk; nig; Normal inverse gaussian; std; Student’s t distribution; norm; Normal distribution; rugarch; rolling forecast; 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):

Börjesson, C. (2019). Univariate GARCH models with realized variance. (Thesis). Uppsala University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-386073

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):

Börjesson, Carl. “Univariate GARCH models with realized variance.” 2019. Thesis, Uppsala University. Accessed December 11, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-386073.

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

MLA Handbook (7th Edition):

Börjesson, Carl. “Univariate GARCH models with realized variance.” 2019. Web. 11 Dec 2019.

Vancouver:

Börjesson C. Univariate GARCH models with realized variance. [Internet] [Thesis]. Uppsala University; 2019. [cited 2019 Dec 11]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-386073.

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

Council of Science Editors:

Börjesson C. Univariate GARCH models with realized variance. [Thesis]. Uppsala University; 2019. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-386073

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


University of Queensland

5. Lucio, Eduardo. Extending imputation methods for non-normal hierarchical data: an application to a longitudinal survey in the Philippines.

Degree: Institute for Social Science Research, 2018, University of Queensland

Subjects/Keywords: Missing data; Multiple imputation; Hierarchical linear models; East Laguna village; Hayami village; Skew-t distribution; Seemingly unrelated regression; Longitudinal data analysis; 0104 Statistics; 1402 Applied Economics

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

APA (6th Edition):

Lucio, E. (2018). Extending imputation methods for non-normal hierarchical data: an application to a longitudinal survey in the Philippines. (Thesis). University of Queensland. Retrieved from https://espace.library.uq.edu.au/view/UQ:d4c8b35/s43638044_final_thesis.pdf ; https://espace.library.uq.edu.au/view/UQ:d4c8b35

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):

Lucio, Eduardo. “Extending imputation methods for non-normal hierarchical data: an application to a longitudinal survey in the Philippines.” 2018. Thesis, University of Queensland. Accessed December 11, 2019. https://espace.library.uq.edu.au/view/UQ:d4c8b35/s43638044_final_thesis.pdf ; https://espace.library.uq.edu.au/view/UQ:d4c8b35.

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

MLA Handbook (7th Edition):

Lucio, Eduardo. “Extending imputation methods for non-normal hierarchical data: an application to a longitudinal survey in the Philippines.” 2018. Web. 11 Dec 2019.

Vancouver:

Lucio E. Extending imputation methods for non-normal hierarchical data: an application to a longitudinal survey in the Philippines. [Internet] [Thesis]. University of Queensland; 2018. [cited 2019 Dec 11]. Available from: https://espace.library.uq.edu.au/view/UQ:d4c8b35/s43638044_final_thesis.pdf ; https://espace.library.uq.edu.au/view/UQ:d4c8b35.

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

Council of Science Editors:

Lucio E. Extending imputation methods for non-normal hierarchical data: an application to a longitudinal survey in the Philippines. [Thesis]. University of Queensland; 2018. Available from: https://espace.library.uq.edu.au/view/UQ:d4c8b35/s43638044_final_thesis.pdf ; https://espace.library.uq.edu.au/view/UQ:d4c8b35

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

.