Please use this identifier to cite or link to this item: https://repository.iimb.ac.in/handle/123456789/5999
DC FieldValueLanguage
dc.contributor.advisorGhosh, Pulak-
dc.contributor.authorMukhoti, Sujay Kumar-
dc.date.accessioned2016-10-25T10:35:43Z-
dc.date.accessioned2019-03-19T03:54:00Z-
dc.date.available2016-10-25T10:35:43Z-
dc.date.available2019-03-19T03:54:00Z-
dc.date.copyright2014en_US
dc.date.created2016-10-25-
dc.date.issued2014-
dc.identifier.urihttp://repository.iimb.ac.in/handle/123456789/5999-
dc.language.isoen_USen_US
dc.publisherIndian Institute of Management Bangalore-
dc.relation.ispartofseriesDIS-IIMB-FPM-P14-06-
dc.subjectStochastic volatility modelen_US
dc.subjectBayesian analysisen_US
dc.titleEssays on generalized volatility model for financial returns with sparse jumpsen_US
dc.typeFPM-Thesis-
dc.pages129pen_US
dc.identifier.accessionE38579-
dc.identifier.accessionE38580-
Appears in Collections:2014
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