Essays on time series econometrics and financial econometrics

Essays on time series econometrics and financial econometrics

<p>My DPhil thesis includes three essays on time series econometrics and financial econometrics, preceded by a brief introduction.</p> <p>The first essay proposes a new class of multivariate volatility models utilizing realized measures of asset volatility and covolatility extrac...

書目詳細資料
主要作者:	Xu, W
其他作者:	Nielsen, B
格式:	Thesis
出版:	2016

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