Estimation of value at risk using an adaptive mcmc method and support vector regression

Please use this identifier to cite or link to this item: http://sutir.sut.ac.th:8080/jspui/handle/123456789/6178

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DC Field	Value	Language
dc.contributor.author	Yang Xinxia	-
dc.date.accessioned	2017-03-07T05:17:18Z	-
dc.date.available	2017-03-07T05:17:18Z	-
dc.date.issued	2016	-
dc.identifier.uri	http://sutir.sut.ac.th:8080/jspui/handle/123456789/6178	-
dc.format.extent	3125958 bytes	-
dc.format.extent	239121 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	Value at risk	en
dc.subject	Stochastic volatility model	en
dc.subject	Garch model	en
dc.subject	Particle filter	en
dc.subject	MCMC	en
dc.subject	Support vector regression	en
dc.title	Estimation of value at risk using an adaptive mcmc method and support vector regression	en
dc.title.alternative	การประมาณค่าแวลูแอทริสก์ด้วยวิธีการอนุภาคเอ็มซีเอ็มซีปรับได้และการถดถอยซับพอร์ทเวกเตอร์	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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