Essays on Multivariate Stochastic Volatility Models Using Wishart Processes: A General Discussion and Dimension Reduction by Latent Factor Structures.

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dc.contributor.advisorPeter Bloomfield, Committee Chairen_US
dc.contributor.advisorSujit Ghosh, Committee Memberen_US
dc.contributor.advisorBrian Reich, Committee Memberen_US
dc.contributor.advisorMin Kang, Committee Memberen_US
dc.contributor.advisorRonald Gallant, Committee Memberen_US
dc.contributor.authorKu, Yu-Chengen_US
dc.date.accepted2010-12-01en_US
dc.date.accessioned2010-12-02T08:00:54Z
dc.date.available2010-12-02T08:00:54Z
dc.date.defense2010-08-16en_US
dc.date.issued2010-08-16en_US
dc.date.released2010-12-02en_US
dc.date.reviewed2010-08-19en_US
dc.date.submitted2010-08-17en_US
dc.degree.disciplineStatisticsen_US
dc.degree.leveldissertationen_US
dc.degree.nameDoctor of Philosophyen_US
dc.descriptionNorth Carolina State University Theses Statistics.
dc.formatPh.D. North Carolina State University, 2010.
dc.identifier.otherdeg290en_US
dc.identifier.urihttp://www.lib.ncsu.edu/resolver/1840.16/6514
dc.rightsI hereby certify that, if appropriate, I have obtained and attached hereto a written permission statement from the owner(s) of each third party copyrighted matter to be included in my thesis, dissertation, or project report, allowing distribution as specified below. I certify that the version I submitted is the same as that approved by my advisory committee. I hereby grant to NC State University or its agents the non-exclusive license to archive and make accessible, under the conditions specified below, my thesis, dissertation, or project report in whole or in part in all forms of media, now or hereafter known. I retain all other ownership rights to the copyright of the thesis, dissertation or project report. I also retain the right to use in future works (such as articles or books) all or part of this thesis, dissertation, or project report.en_US
dc.titleEssays on Multivariate Stochastic Volatility Models Using Wishart Processes: A General Discussion and Dimension Reduction by Latent Factor Structures.en_US
dcterms.extentviii, 87 pages : illustrations (some color)

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