Shodhganga : a reservoir of Indian theses @ INFLIBNET
The Shodhganga@INFLIBNET Centre provides a platform for research students to deposit their Ph.D. theses and make it available to the entire scholarly community in open access.
Please use this identifier to cite or link to this item:
http://hdl.handle.net/10603/26271
| Title: | Analysis of stochastic volatility sequences generated by product autoregressive models |
| Researcher: | Shiji, K |
| Guide(s): | Balakrishna, N |
| Keywords: | Conditional Least Squares Gumbel Extreme Value Autoregressive Maximum Likelihood non-Gaussian volatility sequences Quasi Maximum Likelihood Stochastic Processes time series models |
| Upload Date: | 1-Oct-2014 |
| University: | Cochin University of Science and Technology |
| Completed Date: | 23/03/2014 |
| Abstract: | One of the objectives of the present study is to explore the possibility of employing newlinesome non Gaussian distributions to model the volatility sequences and then study newlinethe behaviour of the resulting return series This lead us to work on the related newlineproblem of statistical inference which is the main contribution of the thesis newline |
| Pagination: | xxi, 219p. |
| URI: | http://hdl.handle.net/10603/26271 |
| Appears in Departments: | Department of Statistics |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| 01_title.pdf | Attached File | 2.31 MB | Adobe PDF | View/Open |
| 02_certificate.pdf | 53.78 kB | Adobe PDF | View/Open | |
| 03_declaration.pdf | 52.1 kB | Adobe PDF | View/Open | |
| 04_acknowledgements.pdf | 53.88 kB | Adobe PDF | View/Open | |
| 05_dedication.pdf | 15.48 kB | Adobe PDF | View/Open | |
| 06_contents.pdf | 88.43 kB | Adobe PDF | View/Open | |
| 07_list of tables.pdf | 104.03 kB | Adobe PDF | View/Open | |
| 08_list of figures.pdf | 126.38 kB | Adobe PDF | View/Open | |
| 09_chapter 1.pdf | 297.23 kB | Adobe PDF | View/Open | |
| 10_chapter 2.pdf | 244.96 kB | Adobe PDF | View/Open | |
| 11_chapter 3.pdf | 419.89 kB | Adobe PDF | View/Open | |
| 12_chapter 4.pdf | 433.47 kB | Adobe PDF | View/Open | |
| 13_chapter 5.pdf | 337.46 kB | Adobe PDF | View/Open | |
| 14_chapter 6.pdf | 335.06 kB | Adobe PDF | View/Open | |
| 15_chapter 7.pdf | 77.45 kB | Adobe PDF | View/Open | |
| 17_list of published papers.pdf | 72.83 kB | Adobe PDF | View/Open | |
| 18_bibliography.pdf | 88.01 kB | Adobe PDF | View/Open |
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