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Filtering by: Creator Zhao, Muchen Remove constraint Creator: Zhao, Muchen Resource type Dissertation Remove constraint Resource type: Dissertation
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  • Statistical Methods in Financial Markets

    Rb68xc356?file=thumbnail
    Description:
    This dissertation focuses on applications of statistical methods in nancial markets and isdivided into three parts. The rst part proposes an accurate variable-order cumulant approximation method for Black-style shadow interest rate models respecting the zero lower bound and estimates the interest rates models on historical bond yield data using the...
    Subject:
    Operations research
    Creator:
    Zhao, Muchen
    Owner:
    Scholarly Digital Publishing
    Language:
    en
    Date Uploaded:
    10/07/2021
    Date Created:
    2021-01-01
    Resource Type:
    Dissertation
    Alternate Identifier:
    etdadmin_upload_845207 and http://dissertations.umi.com/northwestern:15757