Browsing Theses by Author "Men, Zhongxian"
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Bayesian Inference for Stochastic Volatility Models
Men, Zhongxian (University of Waterloo, 2012-09-26)Stochastic volatility (SV) models provide a natural framework for a representation of time series for financial asset returns. As a result, they have become increasingly popular in the finance literature, although they ...