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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 relationship between durations and price changes : the ACD-NDS model

Issue date

2016.

Author

Zhou, Shuai

Faculty

Faculty of Business Administration

Department

Department of Finance and Business Economics

Degree

M. Sc.

Subject

Stocks -- Prices

Autoregression (Statistics)

Supervisor

Ko, Iat Meng

Files In This Item

Full-text (Intranet only)

Location
1/F Zone C
Library URL
991006767969706306