Browsing by Subject "GARCH"

Now showing items 1-2 of 2

    • Online Learning of Non-Stationary Networks, with Application to Financial Data 

      Hongo, Yasunori (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? 

      Xu, Lai (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 ...