Browsing by Subject "GARCH"
Now showing items 1-2 of 2
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Online Learning of Non-Stationary Networks, with Application to Financial Data
(2012)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 applied ... -
What About Short Run?
(2014)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 ...