Sökning: "Adetokunbo Ibukun FADAHUNSI"

Hittade 1 uppsats innehållade orden Adetokunbo Ibukun FADAHUNSI.

  1. 1. Change point detection in an Ornstein-Uhlenbeck process (a reflection of trading in financial markets)

    Master-uppsats, Blekinge Tekniska Högskola/Sektionen för ingenjörsvetenskap

    Författare :Adetokunbo Ibukun FADAHUNSI; [2010]
    Nyckelord :Change-point detection; Stopping rules; Ornstein-Uhlenbeck process; Volatility; Alarm function; Financial Markets.;

    Sammanfattning : The financial market has become an area of increasing research interest for mathematicians and statisticians in recent years. Mathematical models and methods are increasingly being applied to study various parameters of the market. One of the parameters that have attracted lots of interest is `volatility'. LÄS MER