Please use this identifier to cite or link to this item: https://repository.iimb.ac.in/handle/123456789/5999
Title: Essays on generalized volatility model for financial returns with sparse jumps
Authors: Mukhoti, Sujay Kumar 
Keywords: Stochastic volatility model;Bayesian analysis
Issue Date: 2014
Publisher: Indian Institute of Management Bangalore
Series/Report no.: DIS-IIMB-FPM-P14-06
URI: http://repository.iimb.ac.in/handle/123456789/5999
Appears in Collections:2014

Files in This Item:
File Description SizeFormat 
DIS_IIMB_FPM_P14_06_E38579_80_ QMIS_Abstract.pdfAbstract84.58 kBAdobe PDFView/Open
DIS_IIMB_FPM_P14_06_E38579_80_ QMIS.pdfFull-text1.07 MBAdobe PDFView/Open    Request a copy
Show full item record

Google ScholarTM

Check


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.