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Browsing Duke Dissertations by Subject "GARCH"

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  • Hongo, Yasunori (2012)
    <p>In this paper, we propose a new learning algorithm for non-stationary Dynamic Bayesian Networks is proposed. Although a number of effective learning algorithms for non-stationary DBNs have previously been proposed and ...
  • Xu, Lai (2014)
    <p>This dissertation explores issues regarding the short-lived temporal variation of the equity risk premium. In the past decade, the equity risk premium puzzle is resolved by many competing consumption-based asset pricing ...