Year of Award
2010
Degree Type
Thesis
Degree Name
Doctor of Philosophy (PhD)
Department
Department of Finance and Decision Sciences.
Keywords
Mathematical models, Options (Finance), Stock price forecasting
Language
English
Recommended Citation
Cheng, Xin, "Three essays on volatility forecasting" (2010). Restricted Access Theses and Dissertations. 1183.
https://repository.hkbu.edu.hk/etd_ra/1183
Link to Abstract & Table of Contents
http://systems.lib.hkbu.edu.hk/cgi-bin/thesisab.pl?pdf=b24449684a.pdf
Copyright
The author retains all rights to this work. The author has signed an agreement granting HKBU a non-exclusive license to archive and distribute their thesis.
Comments
Thesis (Ph.D.)--Hong Kong Baptist University, 2010;Thesis submitted to the Dept. of Finance and Decision Sciences;Includes bibliographical references (leaves 104-108)