Yi Lu
Original record- Institution
- New York University
- Year
- 2005
- Country
- United States
- MGP identifier
- 256900
Dissertation: Forecasting realized volatility with long memory time series models using high frequency financial data: Estimation, prediction, seasonal adjustment and computation
Mathematics Subject Classification: 62—Statistics
Advisors 2
- Clifford M. HurvichPrinceton University · 1985
- Rohit Siddheshwar DeoIowa State University · 1995
Students 0
No students recorded in this snapshot.