Beyond Merton's utopia : effects of non-normality and dependence on the precision of variance estimaters using high-frequency financial data /

Beyond Merton's utopia : effects of non-normality and dependence on the precision of variance estimaters using high-frequency financial data /

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Bibliographic Details
Author / Creator:	Bai, Xuezheng.
Imprint:	2000.
Description:	79 leaves : ill. ; 28 cm.
Language:	English
Subject:	Options (Finance) Speculation. Distribution (Probability theory) Autocorrelation (Statistics) Sampling (Statistics) Autocorrelation (Statistics) Distribution (Probability theory) Options (Finance) Sampling (Statistics) Speculation.
Format:	E-Resource Dissertations Print
URL for this record:	http://pi.lib.uchicago.edu/1001/cat/bib/4360178

Hidden Bibliographic Details
Varying Form of Title:	Effects of non-normality and dependence on the precision of variance estimaters using high-frequency financial data
Notes:	Thesis (Ph. D.)--University of Chicago, Graduate School of Business. Includes bibliographical references. Also available on the Internet.

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