Browsing Duke Dissertations by Subject "factor models"

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  • Zhao, Bingzhi (2017)
    <p>This dissertation consists of three essays that shed light on various problems in empirical asset pricing and portfolio management by applying high frequency econometric techniques. Chapter 1, An Efficient Factor from ...
  • Paisley, John William (2010)
    <p>Bayesian nonparametric methods are useful for modeling data without having to define the complexity of the entire model <italic>a priori</italic>, but rather allowing for this complexity to be determined by the data. ...