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Fourier method for the measurement of univariate and multivariate volatility in the presence of high frequency data
Includes bibliographical references (leaves 75-77).
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| Main Author: | |
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| Other Authors: | |
| Format: | Thesis |
| Language: | English |
| Published: |
Department of Statistical Sciences
2014
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| _version_ | 1867614078499815425 |
|---|---|
| access_status_str | Open Access |
| author | Malherbe, Chanel |
| author2 | Wilcox, Diane |
| author_browse | Malherbe, Chanel Wilcox, Diane |
| author_facet | Wilcox, Diane Malherbe, Chanel |
| author_sort | Malherbe, Chanel |
| collection | Thesis |
| description | Includes bibliographical references (leaves 75-77). |
| format | Thesis |
| id | oai:open.uct.ac.za:11427/4386 |
| institution | University of Cape Town (South Africa) |
| language | eng |
| last_indexed | 2026-06-10T12:46:19.624Z |
| license_str | Not specified — see source repository |
| provenance_str_mv | Harvested via OAI-PMH from UCTD — University of Cape Town Open Access Repository |
| publishDate | 2014 |
| publishDateRange | 2014 |
| publishDateSort | 2014 |
| publisher | Department of Statistical Sciences |
| publisherStr | Department of Statistical Sciences |
| record_format | dspace |
| source_str | UCTD — University of Cape Town Open Access Repository |
| spelling | oai:open.uct.ac.za:11427/4386 Fourier method for the measurement of univariate and multivariate volatility in the presence of high frequency data Malherbe, Chanel Wilcox, Diane Statistical Science Includes bibliographical references (leaves 75-77). 2014-07-30T17:44:10Z 2014-07-30T17:44:10Z 2007 Master Thesis Masters MSc http://hdl.handle.net/11427/4386 eng application/pdf Department of Statistical Sciences Faculty of Science University of Cape Town |
| spellingShingle | Statistical Science Malherbe, Chanel Fourier method for the measurement of univariate and multivariate volatility in the presence of high frequency data |
| thesis_degree_str | Master's |
| title | Fourier method for the measurement of univariate and multivariate volatility in the presence of high frequency data |
| title_full | Fourier method for the measurement of univariate and multivariate volatility in the presence of high frequency data |
| title_fullStr | Fourier method for the measurement of univariate and multivariate volatility in the presence of high frequency data |
| title_full_unstemmed | Fourier method for the measurement of univariate and multivariate volatility in the presence of high frequency data |
| title_short | Fourier method for the measurement of univariate and multivariate volatility in the presence of high frequency data |
| title_sort | fourier method for the measurement of univariate and multivariate volatility in the presence of high frequency data |
| topic | Statistical Science |
| url | http://hdl.handle.net/11427/4386 |
| work_keys_str_mv | AT malherbechanel fouriermethodforthemeasurementofunivariateandmultivariatevolatilityinthepresenceofhighfrequencydata |