Fourier method for the measurement of univariate and multivariate volatility in the presence of high frequency data

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dc.contributor.advisorWilcox, Dianeen_ZA
dc.contributor.authorMalherbe, Chanelen_ZA
dc.date.accessioned2014-07-30T17:44:10Z
dc.date.available2014-07-30T17:44:10Z
dc.date.issued2007en_ZA
dc.description.abstractIncludes bibliographical references (leaves 75-77).en_ZA
dc.identifier.apacitationMalherbe, C. (2007). <i>Fourier method for the measurement of univariate and multivariate volatility in the presence of high frequency data</i>. (Thesis). University of Cape Town ,Faculty of Science ,Department of Statistical Sciences. Retrieved from http://hdl.handle.net/11427/4386en_ZA
dc.identifier.chicagocitationMalherbe, Chanel. <i>"Fourier method for the measurement of univariate and multivariate volatility in the presence of high frequency data."</i> Thesis., University of Cape Town ,Faculty of Science ,Department of Statistical Sciences, 2007. http://hdl.handle.net/11427/4386en_ZA
dc.identifier.citationMalherbe, C. 2007. Fourier method for the measurement of univariate and multivariate volatility in the presence of high frequency data. University of Cape Town.en_ZA
dc.identifier.ris TY - Thesis / Dissertation AU - Malherbe, Chanel AB - Includes bibliographical references (leaves 75-77). DA - 2007 DB - OpenUCT DP - University of Cape Town LK - https://open.uct.ac.za PB - University of Cape Town PY - 2007 T1 - Fourier method for the measurement of univariate and multivariate volatility in the presence of high frequency data TI - Fourier method for the measurement of univariate and multivariate volatility in the presence of high frequency data UR - http://hdl.handle.net/11427/4386 ER - en_ZA
dc.identifier.urihttp://hdl.handle.net/11427/4386
dc.identifier.vancouvercitationMalherbe C. Fourier method for the measurement of univariate and multivariate volatility in the presence of high frequency data. [Thesis]. University of Cape Town ,Faculty of Science ,Department of Statistical Sciences, 2007 [cited yyyy month dd]. Available from: http://hdl.handle.net/11427/4386en_ZA
dc.language.isoengen_ZA
dc.publisher.departmentDepartment of Statistical Sciencesen_ZA
dc.publisher.facultyFaculty of Scienceen_ZA
dc.publisher.institutionUniversity of Cape Town
dc.subject.otherStatistical Scienceen_ZA
dc.titleFourier method for the measurement of univariate and multivariate volatility in the presence of high frequency dataen_ZA
dc.typeMaster Thesis
dc.type.qualificationlevelMasters
dc.type.qualificationnameMScen_ZA
uct.type.filetypeText
uct.type.filetypeImage
uct.type.publicationResearchen_ZA
uct.type.resourceThesisen_ZA
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