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Filtering by: Keyword Stochastic volatility Collections Masters Reports

1. Exploring the optimal Transformation for Volatility

Keyword:: Empirical Bayes, Box-Cox transformation, Bayes, Stochastic volatility, and Metropolis-Hastings algorithm
Creator:: Volfson, Alexander
Advisor:: Nandram, Balgobin
Publisher:: Worcester Polytechnic Institute
Date Created:: 2010-04-29
Resource Type:: Report
Degree:: MS
Unit (Department):: Mathematical Sciences