1. BAYESIAN ANALYSIS OF MULTIVARIATE REGIME SWITCHING COVARIANCE MODEL Open Access Author: Zhang, Lu Title: BAYESIAN ANALYSIS OF MULTIVARIATE REGIME SWITCHING COVARIANCE MODEL Graduate Program: Statistics Keywords: dynamic covariancestate space modelMarkov Chain Monte Carlo (MCMC)bayesian analysisstochastic volatilitytime series analysis File: Download Lu-Dissertation.pdf Committee Members: John Liechty, Committee Chair/Co-ChairRunze Li, Committee MemberMurali Haran, Committee MemberTimothy Simin, Committee MemberJames Landis Rosenberger, Committee Member