Essyas on th Bayesian Threshold Model in Finance
博士 === 國立交通大學 === 財務金融研究所 === 96 === This study contains two essays on the Bayesian threshold model in financial markets. In essay 1, we propose a Bayesian three-regime threshold four-factor model to compare the asymmetric risk adjustment between the transitions from neutral to downside markets and...
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| Format: | Others |
| Language: | en_US |
| Online Access: | http://ndltd.ncl.edu.tw/handle/38859496260154233266 |