Essays in financial econometrics

<p>This dissertation consists of three chapters discussing issues in the field of financial econometrics. All three chapters are largely empirical, with some theoretical developments in second moments modelling in the second chapter.</p> <p>The first chapter of this thesis analyse...

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Bibliographic Details
Main Author: Padilha, T
Other Authors: Sheppard, K
Format: Thesis
Language:English
Published: 2022