Bayesian inference on stochastic volatility models of the stock market

Please use this identifier to cite or link to this item: http://sutir.sut.ac.th:8080/jspui/handle/123456789/6177

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DC Field	Value	Language
dc.contributor.author	Luo Lingling	-
dc.date.accessioned	2017-03-07T03:41:59Z	-
dc.date.available	2017-03-07T03:41:59Z	-
dc.date.issued	2016	-
dc.identifier.uri	http://sutir.sut.ac.th:8080/jspui/handle/123456789/6177	-
dc.format.extent	2738531 bytes	-
dc.format.extent	727736 bytes	-
dc.format.mimetype	application/pdf	-
dc.format.mimetype	application/pdf	-
dc.language.iso	en	en
dc.publisher	School of Mathematics. Institute of Science. Suranaree University of Technology.	en
dc.subject	Volatility	en
dc.subject	Garch-type model	en
dc.subject	MCS test	en
dc.subject	Bayesian inference	en
dc.subject	E-mssv model	en
dc.subject	Auxiliary particle filter	en
dc.title	Bayesian inference on stochastic volatility models of the stock market	en
dc.title.alternative	การอนุมานแบบเบย์บนตัวแบบความผันผวนสโตแคสติกของตลาดหุ้น	en
dc.type	Thesis	en
dc.degree.name	Doctor of Philosophy	-
dc.degree.level	Doctoral Degree	-
dc.degree.discipline	Applied Mathematics	-
dc.degree.grantor	Suranaree University of Technology	-
Appears in Collections:	วิทยานิพนธ์ (Thesis)

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