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Modeling and forecasting daily stock return volatility with intra-day price fluctuation information / Yansong Lu.
LIBRA Diss. POPM2005.236
Available from offsite location
LIBRA HB001 2005 .L926
Available from offsite location
- Format:
- Book
- Manuscript
- Microformat
- Thesis/Dissertation
- Author/Creator:
- Lü, Yansong, 1967-
- Language:
- English
- Subjects (All):
- Penn dissertations--Economics.
- Economics--Penn dissertations.
- Local Subjects:
- Penn dissertations--Economics.
- Economics--Penn dissertations.
- Physical Description:
- viii, 107 pages : illustrations ; 29 cm
- Production:
- 2005.
- Notes:
- Thesis (Ph.D. in Economics) -- University of Pennsylvania, 2005.
- Includes bibliographical references.
- Local Notes:
- University Microfilms order no.: 3179771.
- OCLC:
- 244974908
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