1. Suranaree University of Technology
  2. Institutes
  3. Institute of Science
  4. School of Mathematics
  5. วิทยานิพนธ์ (Thesis)
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.contributor.authorLuo Lingling-
dc.date.accessioned2017-03-07T03:41:59Z-
dc.date.available2017-03-07T03:41:59Z-
dc.date.issued2016-
dc.identifier.urihttp://sutir.sut.ac.th:8080/jspui/handle/123456789/6177-
dc.format.extent2738531 bytes-
dc.format.extent727736 bytes-
dc.format.mimetypeapplication/pdf-
dc.format.mimetypeapplication/pdf-
dc.language.isoenen
dc.publisherSchool of Mathematics. Institute of Science. Suranaree University of Technology.en
dc.subjectVolatilityen
dc.subjectGarch-type modelen
dc.subjectMCS testen
dc.subjectBayesian inferenceen
dc.subjectE-mssv modelen
dc.subjectAuxiliary particle filteren
dc.titleBayesian inference on stochastic volatility models of the stock marketen
dc.title.alternativeการอนุมานแบบเบย์บนตัวแบบความผันผวนสโตแคสติกของตลาดหุ้นen
dc.typeThesisen
dc.degree.nameDoctor of Philosophy-
dc.degree.levelDoctoral Degree-
dc.degree.disciplineApplied Mathematics-
dc.degree.grantorSuranaree University of Technology-
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