Bayesian Inference of Stochastic Volatility Models and Applications in Risk Management.

Liu, Ye

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North Carolina State University

Bayesian Inference of Stochastic Volatility Models and Applications in Risk Management.

dc:creator Liu, Ye

dc:date.issued2011

Abstract

dc:description

North Carolina State University Theses Statistics.

Author and committee

dc:creator, dc:contributor.*

Author dc:creator: Liu, Ye
Advisors dc:contributor.advisor: Peter Bloomfield, Chair
Sujit Ghosh, Member
David Dickey, Member
Min Kang, Member

Identifiers

dc:identifier.*

Dc Identifier Other: deg1325
OAI record oai:identifier: https://repository.lib.ncsu.edu/server/oai/request?verb=GetRecord&metadataPrefix=dim&identifier=oai%3Arepository.lib.ncsu.edu%3A1840.16%2F7484

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Harvested from: North Carolina State University
Base URL: repository.lib.ncsu.edu/server/oai/request
Last updated: 2026-08-21
Source record: OAI-PMH GetRecord

related terms

ncsu
2011

citation

Liu, Ye. Bayesian Inference of Stochastic Volatility Models and Applications in Risk Management.. 2011. http://www.lib.ncsu.edu/resolver/1840.16/7484

Bayesian Inference of Stochastic Volatility Models and Applications in Risk Management.

Abstract

Author and committee

Identifiers

Chain of custody

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