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"Time-series analysis -- Mathematical models"
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Date
(1 - 3 of 3)
Title
Analysis of the dependence structure for time series of hedge funds returns
Date
2011
Author(s)
Zhu, He (Author)
,
Escobar, Marcos (Thesis advisor)
,
Ferrando, Sebastian (Thesis advisor)
,
Ryerson University (Degree granting institution)
Subject(s)
Hedge funds -- Mathematical models
,
Time-series analysis -- Mathematical models
Program
Applied Mathematics
Degree
Master of Science
Title
Time-Varying Coefficient Models And The Kalman Filter : Applications To Hedge Funds
Date
2011
Author(s)
Punales, Ana G.S. (Author)
,
Ryerson University (Degree granting institution)
Subject(s)
Time-series analysis -- Mathematical models
,
Hedge funds -- Mathematical models
,
Kalman filtering
,
Financial crises
,
Stochastic processes
,
Prediction theory -- Mathematical models
Program
Applied Mathematics
Degree
Master of Science
Title
Multifractal correlation using wavelet transform modulus maxima
Date
2006
Author(s)
Ryerson University (Degree granting institution)
,
Sharif, Asif Hasan (Author)
,
Lin, Bill (Degree supervisor)
Subject(s)
Heart beat -- Measurement
,
Multifractals
,
Wavelets (Mathematics)
,
Paired comparisons (Statistics)
,
Electroencephalography
,
Time-series analysis -- Mathematical models
Program
Mechanical and Industrial Engineering
Degree
Master of Applied Science