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Please use this identifier to cite or link to this item: http://sutir.sut.ac.th:8080/jspui/handle/123456789/6177
Title: Bayesian inference on stochastic volatility models of the stock market
Other Titles: การอนุมานแบบเบย์บนตัวแบบความผันผวนสโตแคสติกของตลาดหุ้น
Authors: Luo Lingling
Keywords: Volatility;Garch-type model;MCS test;Bayesian inference;E-mssv model;Auxiliary particle filter
Issue Date: 2016
Publisher: School of Mathematics. Institute of Science. Suranaree University of Technology.
URI: http://sutir.sut.ac.th:8080/jspui/handle/123456789/6177
Appears in Collections:วิทยานิพนธ์ (Thesis)

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