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Start Over Committee Member Runze Li Committee Member Murali Haran Committee Member John Liechty Keyword stochastic volatility Keyword bayesian analysis

1. BAYESIAN ANALYSIS OF MULTIVARIATE REGIME SWITCHING COVARIANCE MODEL

open_access
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

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