Analysis of financial time series using non-parametric Bayesian techniques
<p>The overarching aim of this thesis is to show that Gaussian processes and Renyi entropy can be valuable non-parametric tools for forecasting intraday volatility for a wide range of financial time series.</p> <p>In this thesis empirical volatility forecasting using Gaussian proc...
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Thesis |
| Language: | English |
| Published: |
2018
|
| Subjects: |