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UM E-Theses Collection (澳門大學電子學位論文庫)

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Title

The effect of multiple records on volatility estimation via high frequency financial data

Issue date

2017.

Author

Liu, Yi Qi

Faculty

Faculty of Science and Technology

Department

Department of Mathematics

Degree

Ph.D.

Subject

Finance -- Mathematical models

Supervisor

Ding, Deng

Liu, Zhi

Files In This Item

Full-text (Intranet only)

Location
1/F Zone C
Library URL
991006731179706306