eTD Explore

Start Over Year 2010 Committee Member Runze Li Committee Member John Liechty Keyword stochastic volatility Keyword bayesian analysis

Open Access

Author:: Zhang, Lu
Title:: BAYESIAN ANALYSIS OF MULTIVARIATE REGIME SWITCHING COVARIANCE MODEL
Graduate Program:: Statistics
Keywords:: dynamic covariance
state space model
Markov Chain Monte Carlo (MCMC)
bayesian analysis
stochastic volatility
time series analysis
File:: Download Lu-Dissertation.pdf
Committee Members:: John Liechty, Committee Chair/Co-Chair
Runze Li, Committee Member
Murali Haran, Committee Member
Timothy Simin, Committee Member
James Landis Rosenberger, Committee Member

Search