Search

Author:

Krimetz, Robert

Title:

Modeling Stock Return Volatility, a Comparative Approach

Area of Honors:

Data Sciences

Keywords:

Stock Volatility
time series models
Bayesian Models
Probabilistic Programming
Markov chain Monte Carlo
Hamiltonian Monte Carlo
Implied Volatility
Realized Volatility

File:

Download Krimetz_Robert_Modeling_Stock_Return_Volatility_a_Comparative_Approach.pdf

Thesis Supervisors:

Matthew D Beckman, Thesis Supervisor
Anh Tuan Le, Thesis Honors Advisor
Jeremy Seeman, Faculty Reader