Microstructure filtering in financial market

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dc.contributor.authorHuang, Jianhui
dc.date.accessioned2025-05-29T00:18:00Z
dc.date.available2025-05-29T00:18:00Z
dc.date.issued2008-06
dc.identifier.doihttps://doi.org/10.7939/r3-64k9-zd10
dc.language.isoen
dc.rightsThis thesis is made available by the University of Alberta Libraries with permission of the copyright owner solely for the purpose of private, scholarly or scientific research. This thesis, or any portion thereof, may not otherwise be copied or reproduced without the written consent of the copyright owner, except to the extent permitted by Canadian copyright law.
dc.subjectStocks. Prices. Mathematical models.
dc.subjectStock exchanges. Mathematical models.
dc.subjectBrownian motion processes.
dc.subjectStochastic analysis.
dc.titleMicrostructure filtering in financial market
dc.typehttp://purl.org/coar/resource_type/c_46ec
thesis.degree.grantorhttp://id.loc.gov/authorities/names/n79058482
thesis.degree.levelDoctoral
thesis.degree.nameDoctor of Philosophy
ual.date.graduationSpring 2008
ual.departmentDepartment of Mathematical and Statistical Sciences
ual.jupiterAccesshttp://terms.library.ualberta.ca/public

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