Bayesian analysis in Markov regime-switching models /

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Bibliographic Details
Main Author: Koh, You Beng
Format: Thesis Book
Language:English
Published: 2012.
Subjects:
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245 1 0 |a Bayesian analysis in Markov regime-switching models /  |c Koh, You Beng. 
260 |c 2012. 
270 |g Koh You Beng, Institute of Mathematical Sciences, Faculty of Science, University of Malaya, 2012 
300 |a [3] xii, 149 leaves :  |b ill. ;  |c 30 cm. 
502 |a Thesis (Ph.D) -- Department of Statistics and Actuarial Science, The University of Hong Kong, 2012. 
504 |a Bibliography: leaves 142-146. 
650 0 |a Bayesian statistical decision theory. 
650 0 |a Markov processes. 
650 0 |a Probabilities. 
650 0 |a Stocks  |x Rate of return  |x Econometric models. 
710 2 |a University of Hong Kong.  |b Department of Statistics and Actuarial Science. 
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