1. REGIME SWITCHING STOCHASTIC VOLATILITY AND ITS EMPIRICAL ANALYSIS Open Access Author: Zhang, Lu Title: REGIME SWITCHING STOCHASTIC VOLATILITY AND ITS EMPIRICAL ANALYSIS Graduate Program: Statistics Keywords: Stochastic VolatilityRegime SwitchingMCMC File: Download LuZhang-MasterThesis.pdf Committee Members: John C Liechty, Thesis Advisor/Co-AdvisorJohn C Liechty, Thesis Advisor/Co-Advisor
