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...
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| Format: | Disertacija |
| Jezik: | English |
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2018
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