Simulation-based inference and nonlinear canonical analysis in financial econometrics

Valéry, Pascale

dc.contributor.advisor	Dufour, Jean Marie
dc.contributor.advisor	Gouriéroux, Christian
dc.contributor.author	Valéry, Pascale
dc.date.accessioned	2006-09-21T15:59:01Z
dc.date.available	2006-09-21T15:59:01Z
dc.date.issued	2005
dc.date.submitted	2005
dc.identifier.uri	http://hdl.handle.net/1866/181
dc.subject	Volatilité stochastique
dc.subject	Volatilité à intégration fractionnaire
dc.subject	Méthode des moments
dc.subject	Tests exacts
dc.subject	Test c(a)
dc.subject	Inférence indirecte
dc.subject	Inverses généralisées
dc.subject	Processus de diffusion
dc.subject	Processus de Jacobi
dc.subject	Analyse canonique non-linéaire
dc.title	Simulation-based inference and nonlinear canonical analysis in financial econometrics
dc.type	Thèse ou mémoire / Thesis or Dissertation
etd.degree.discipline	Sciences économiques	fr
etd.degree.grantor	Université de Montréal	fr
etd.degree.level	Doctorat / Doctoral
etd.degree.name	Ph. D.
dcterms.description	Thèse numérisée par la Direction des bibliothèques de l'Université de Montréal.	fr
dcterms.language	eng

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