Index Catalog // Digital WPI

Start Over

Filtering by: Keyword Box-Cox transformation Publisher Worcester Polytechnic Institute

Exploring the optimal Transformation for Volatility

Keyword:

Empirical Bayes, Box-Cox transformation, Bayes, Stochastic volatility, and Metropolis-Hastings algorithm

Creator:

Volfson, Alexander

Advisor:

Nandram, Balgobin

Publisher:

Worcester Polytechnic Institute

Date Created:

2010-04-29

Resource Type:

Report

Degree:

MS

Unit (Department):

Mathematical Sciences