Please use this identifier to cite or link to this item:
http://hdl.handle.net/11375/20520| Title: | Truncated Ordered Stick Breaking Financial Market Model and Corresponding Bayesian Estimation |
| Authors: | He, Mu |
| Advisor: | Feng, Shui |
| Department: | Mathematics and Statistics |
| Keywords: | Poisson-Dirichlet;GEM;Stick Breaking Process;Financial Market |
| Publication Date: | 2016 |
| Abstract: | Several truncated models for market weights are discussed. To summarize, the new truncated ordered stick breaking model introduced give restrictions on the ranks of the markets weights and show better fitting results for real data sets. |
| URI: | http://hdl.handle.net/11375/20520 |
| Appears in Collections: | Open Access Dissertations and Theses |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| He_Mu_20160919_Msc.pdf | 993.66 kB | Adobe PDF | View/Open |
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