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Full-Text Articles in Physical Sciences and Mathematics
Bayesian Detection And Characterization Of Extra-Solar Planets Via Photometric Variations, Ben H. Placek
Bayesian Detection And Characterization Of Extra-Solar Planets Via Photometric Variations, Ben H. Placek
Legacy Theses & Dissertations (2009 - 2024)
Exoplanets are known to be responsible for a variety of photometric effects, which collectively can be used for both exoplanet detection and characterization. A portion of the observed flux variation originates directly from the exoplanet itself as both a reflected light component and thermal emission. Additional effects originate from the influence of the exoplanet on its host star. These include Doppler boosting, or beaming, caused by the radial velocity variations due to the stellar wobble, as well as variations in flux caused by the ellipsoidal shape of the star, which is induced by the planetary tidal forces. The newly developed …
A Stochastic Volatility Model With Leverage Effect And Regime Switching, Hong Jiang
A Stochastic Volatility Model With Leverage Effect And Regime Switching, Hong Jiang
Legacy Theses & Dissertations (2009 - 2024)
Modeling the volatility of asset returns is a very important study in financial economics. Among the time-varying volatility models, the Stochastic Volatility (SV) models are argued to have advantages over the autoregressive conditional heteroskedasticity (ARCH) models. The purpose of this article is to put forward a generalized and flexible Stochastic Volatility model, the Stochastic Volatility Model with Leverage Effect and Regime Switching (SVLR model), which could capture the complex features of financial time series to the most extent.