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UM E-Theses Collection (澳門大學電子學位論文庫)

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Title

Higher-order approximations and forecasts of volatility

Issue date

2021.

Author

He, Li Dan

Faculty

Faculty of Science and Technology

Department

Department of Mathematics

Degree

Ph.D.

Subject

Finance -- Mathematical models

Securities -- Mathematical models

Supervisor

Liu, Zhi

Files In This Item

Full-text (Intranet only)

Location
1/F Zone C
Library URL
991010021684306306