Browsing Student Thesis & Dissertations by Author "Chaouch, Mohamed"
Now showing items 1-2 of 2
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Proportional Hazard Regression Model Under Partly Interval-Censoring Assumption with Application to Prison Data
Abdulla, Shaikha Ahmed (2020 , Master Thesis)In this thesis the analysis of well-known model in survival study that is Cox proportional hazard regression model via prison Partly Interval Censored (PIC) data is used. The maximum likelihood estimate was considered ... -
VOLATILITY ESTIMATION IN MISSING AT RANDOM HIGH-FREQUENCY FINANCIAL TIME SERIES
ACHAIBOU, FERIEL (2023 , Master Thesis)More than 15 years ago, the capital markets have seen significant development, introducing high-frequency trading and a shift of market towards high-frequency and algorithm trading. It was always believed that high-frequency ...