资源描述：
《implied & realized-FROM MARTINGALES TO ANOVA》由会员上传分享，免费在线阅读，更多相关内容在学术论文-天天文库。
1、INFORMATIONTOUSERSThismanuscripthasbeenreproducedfromthemicrofilmmaster.UMIfilmsthetextdirectlyfromtheoriginalorcopysubmitted.Thus,somethesisanddissertationcopiesareintypewriterface,whileothersmaybefromanytypeofcomputerprinter.Thequalityofthisreproductionisdepe
2、ndentuponthequalityofthecopysubmitted.Brokenorindistinctprint,coloredorpoorqualityillustrationsandphotographs,printbleedthrough,substandardmargins,andimproperalignmentcanadverselyaffectreproduction.IntheunlikelyeventthattheauthordidnotsendUMIacompletemanuscript
3、andtherearemissingpages,thesewillbenoted.Also,ifunauthorizedcopyrightmaterialhadtoberemoved,anotewillindicatethedeletion.Oversizematerials(e.g.,maps,drawings,charts)arereproducedbysectioningtheoriginal,beginningattheupperleft-handcomerandcontinuingfromlefttorig
4、htinequalsectionswithsmalloverlaps.Photographsincludedintheoriginalmanuscripthavebeenreproducedxerographicallyinthiscopy.Higherquality6"x9"blackandwhitephotographicprintsareavailableforanyphotographsorillustrationsappearinginthiscopyforanadditionalcharge.Contac
5、tUMIdirectlytoorder.Bell&HowellInformationandLearning300NorthZeebRoad,AnnArbor,Ml48106-1346USA800-521-0600Reproducedwithpermissionofthecopyrightowner.Furtherreproductionprohibitedwithoutpermission.Reproducedwithpermissionofthecopyrightowner.Furtherreproductionp
6、rohibitedwithoutpermission.THEUNIVERSITYOFCHICAGOFROMMARTINGALESTOANOVA:IMPLIEDANDREALIZEDVOLATILITYADISSERTATIONSUBMITTEDTOTHEFACULTYOFTHEDIVISIONOFTHEPHYSICALSCIENCESINCANDIDACYFORTHEDEGREEOFDOCTOROFPHILOSOPHYDEPARTMENTOFSTATISTICSBYLANZHANGCHICAGO,ILLINOISJU
7、NE2001Reproducedwithpermissionofthecopyrightowner.Furtherreproductionprohibitedwithoutpermission.UMINumber:3006569Copyright2001byZhang,LanAllrightsreserved.UMI___®UMIMicroform3006569Copyright2001byBell&HowellInformationandLearningCompany.Allrightsreserved.Thism
8、icroformeditionisprotectedagainstunauthorizedcopyingunderTitle17,UnitedStatesCode.Bell&HowellInformationandLearningCompany300NorthZeebRoadP.O.Box1346AnnArbor,Ml48106-1346Rep
