Date of Award

5-2014

Degree Type

Report

Degree Name

Master of Science (MS)

Department

Mathematics and Statistics

Committee Chair(s)

Yan Sun

Committee

Yan Sun

Committee

Daniel Coster

Committee

James Feigenbaum

Committee

John Stevens

Abstract

Volatility is of central interest in modern financial econometrics. This thesis evaluates three different methods of measuring volatility.

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