Samir Pramod Warty
Ph.D. The University of Chicago 2014
Sequential Bayesian Learning for Stochastic Volatility with Variance-Gamma
Jumps in Returns
Mathematics Subject Classification: 62—Statistics
Advisor 1: Hedibert Freitas Lopes
Advisor 2: Drew D. Creal
Advisor 3: Nicholas G. Polson
Advisor 4: Ruey S. Tsay
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