Please use this identifier to cite or link to this item:
http://192.248.43.153/handle/1/3306
Title: | Detection of change points in a parametric and nonparametric setting in time sereis using conditional quantiles |
Authors: | Nyantakyi, KwadwoAgyei |
Keywords: | Quantile analysis QPDL models Price movements |
Issue Date: | 2015 |
Publisher: | PGIA, University of Peradeniya |
URI: | http://192.248.43.153/handle/1/3306 |
ISSN: | 659004 |
Appears in Collections: | Thesis |
Files in This Item:
File | Description | Size | Format | |
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Title page 1_Edit.pdf | 148.92 kB | Adobe PDF | View/Open | |
DETECTION OF CHANGE POINTS IN A PARAMETRIC AND NONPARAMETRIC SETTING IN TIME SERIES OF ASSET RETU.pdf Restricted Access | 1.1 MB | Adobe PDF | View/Open Request a copy |
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