Bayesian analysis in Markov regime-switching models /
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| Main Author: | |
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| Format: | Thesis Book |
| Language: | English |
| Published: |
2012.
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| LEADER | 01076cam a2200277 a 4500 | ||
|---|---|---|---|
| 001 | u860359 | ||
| 003 | SIRSI | ||
| 005 | 201207121504 | ||
| 008 | 120712s2012 cc a v 000 0 eng m | ||
| 040 | |a UMM | ||
| 090 | |a HB139 |b Koh | ||
| 100 | 1 | |a Koh, You Beng. | |
| 245 | 1 | 0 | |a Bayesian analysis in Markov regime-switching models / |c Koh, You Beng. |
| 260 | |c 2012. | ||
| 270 | |g Koh You Beng, Institute of Mathematical Sciences, Faculty of Science, University of Malaya, 2012 | ||
| 300 | |a [3] xii, 149 leaves : |b ill. ; |c 30 cm. | ||
| 502 | |a Thesis (Ph.D) -- Department of Statistics and Actuarial Science, The University of Hong Kong, 2012. | ||
| 504 | |a Bibliography: leaves 142-146. | ||
| 650 | 0 | |a Bayesian statistical decision theory. | |
| 650 | 0 | |a Markov processes. | |
| 650 | 0 | |a Probabilities. | |
| 650 | 0 | |a Stocks |x Rate of return |x Econometric models. | |
| 710 | 2 | |a University of Hong Kong. |b Department of Statistics and Actuarial Science. | |
| 900 | |a ZA | ||
| 596 | |a 1 | ||
| 999 | |a HB139 KOH |w LC |c 1 |i A515200850 |d 3/9/2014 |f 3/9/2014 |g 1 |l STACKS |m P01UTAMA |r Y |s Y |t TESIS |u 3/9/2014 | ||