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Financial frictions and durable goods in DSGE models with sticky prices
Title
Financial frictions and durable goods in DSGE models with sticky prices
Date
2018
Author(s)
Ryerson University (Degree granting institution), Emenogu, Ugochi (Author), Michelis, Leo (Degree supervisor)
Subject(s)
Finance -- Econometric models, Finance -- Mathematical models, Econometrics, Money, Prices -- Econometric models, Equilibrium (Economics) -- Mathematical models
Program
Economics
Degree
Doctor of Philosophy
Financial time series volatility analysis using Gaussian process state-space models
Title
Financial time series volatility analysis using Gaussian process state-space models
Date
2015
Author(s)
Ryerson University (Degree granting institution), Han, Jianan (Author)
Subject(s)
Time-series analysis, Gaussian processes, Stochastic processes, Finance -- Mathematical models
Program
Electrical and Computer Engineering
Degree
Master of Applied Science