Stochastic modelling of random variables with an application in financial risk management
|Year of publication:||
Queensland University of Technology
|Subject:||Keywords: model validation | realised volatility | high-frequency data | two-component effect | modelling of random variables | simple test for normality | change-point detection | small sample | end-of-sample problem|
|Type of publication:||Book / Working Paper|
|Type of publication (narrower categories):||Thesis|
Moldovan, Max (2003) Stochastic modelling of random variables with an application in financial risk management. Masters by Research thesis, Queensland University of Technology.
Contino, Christian, (2014)
Grané, Aurea, (2012)
Sarabia, Arturo Antón, (2010)
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