Testing for jumps and cojumps in financial markets

Testing for jumps and cojumps in financial markets

Thesis (S.M.)--Massachusetts Institute of Technology, Computation for Design and Optimization Program, 2010.

Bibliographic Details
Main Author:	Ju, Cheng, S.M. Massachusetts Institute of Technology
Other Authors:	Scott Joslin.
Format:	Thesis
Language:	eng
Published:	Massachusetts Institute of Technology 2010
Subjects:	Computation for Design and Optimization Program.
Online Access:	http://hdl.handle.net/1721.1/58390

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