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Supervisor Name
Supervisor Name
Chiann, Chang
Results: Displaying 10 of 24 on page 2 of 3
Name
Title
Area
Document
Colleges
Year
Confidence intervals for high quantiles from heavy-tailed distributions
Long memory in high frequency time series using wavelets and conditional volatility...
Semiparametric approach for time-varying copula in finacial time series
Factor model with functional loadings for time series
Estimation of Geostatistical Models with Functional Data using Wavelets
Fractional Cointegration in financial series
Comparison of methods for estimation of asset pricing models
Long memory, GARCH and long memory GARCH models for financial time series
Decision trees: the evolution from CART to BART
not available
Results: Displaying 10 of 24 on page 2 of 3
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