Three Essays of Applied Bayesian Modeling
Subtitle: Financial Return Contagion, Benchmarking Small Area Estimates, and Time-Varying Dependence
Contributors: Morris, Carl; Blyth, Stephen; Lee, Yoonjung
Published: 2013
Language: eng
Description: This dissertation is composed of three chapters, each an application of Bayesian statistical models to particular research questions.
Notes: Keywords: Bayesian, Benchmarking, Contagion, Dynamic copula, Small area estimation, Systemic risk.

Thesis Ph.D. Harvard University 2013