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Title: Essays on Multivariate Stochastic Volatility Models Using Wishart Processes: A General Discussion and Dimension Reduction by Latent Factor Structures.
Authors: Ku, Yu-Cheng
Advisors: Peter Bloomfield, Committee Chair
Sujit Ghosh, Committee Member
Brian Reich, Committee Member
Min Kang, Committee Member
Ronald Gallant, Committee Member
Issue Date: 16-Aug-2010
Degree: Doctor of Philosophy
Discipline: Statistics
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