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Clemson University

Dow Jones Index, GARCH(1,1) and Change-Points

dc:creator Wickramarachchi, Tharanga

thesis:degree_name Master of Science (MS)

Degree

thesis:*

Name thesis:degree_name: Master of Science (MS)
Level thesis:degree_level: Thesis

Author and committee

dc:creator, dc:contributor.*

Author dc:creator: Wickramarachchi, Tharanga
Contributors dc:contributor: Gallagher, Colin M
Aue , Alexander
Lund , Robert
, Karun
Kulasekera , Karunarathna B

Subjects

dc:subject × 1

Applied Mathematics

Identifiers

dc:identifier.*

Repository record dc:identifier: https://open.clemson.edu/all_theses/351
OAI identifier oai:identifier: oai:open.clemson.edu:all_theses-1351

Chain of custody

source

Harvested from: Clemson University
Base URL: open.clemson.edu/do/oai/
Last updated: 2026-07-27
Source record: OAI-PMH GetRecord

related terms

citation

Wickramarachchi, Tharanga. Dow Jones Index, GARCH(1,1) and Change-Points. Thesis thesis, https://open.clemson.edu/all_theses/351

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