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...

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Sonraí bibleagrafaíochta
Príomhchruthaitheoir:	Xu, W
Rannpháirtithe:	Nielsen, B
Formáid:	Tráchtas
Foilsithe / Cruthaithe:	2016

Míreanna comhchosúla

Essays in financial econometrics
de réir: Kocatulum, Emre
Foilsithe / Cruthaithe: (2009)

Essays in financial econometrics
de réir: Padilha, T
Foilsithe / Cruthaithe: (2022)

Essays in Econometrics
de réir: Hughes, David W.
Foilsithe / Cruthaithe: (2022)

Essays on forecast evaluation and financial econometrics
de réir: Lund-Jensen, K
Foilsithe / Cruthaithe: (2013)

Essays in panel data and financial econometrics
de réir: Pakel, C
Foilsithe / Cruthaithe: (2012)

Essay in econometrics
de réir: Porter, Jack Ray
Foilsithe / Cruthaithe: (2005)

Essays in econometrics
de réir: Sher, G
Foilsithe / Cruthaithe: (2015)

The econometric modelling of financial time series /
de réir: 462648 Mills, Terence C., et al.
Foilsithe / Cruthaithe: (2008)

Econometrics: Alchemy or science? Essays in econometric methodology
de réir: Hendry, D
Foilsithe / Cruthaithe: (1993)

Econometrics: Alchemy or science? Essays in econometric methodology
de réir: Hendry, D
Foilsithe / Cruthaithe: (2000)

Econometrics: Alchemy or Science? Essays in Econometric Methodology: Introduction.
de réir: Hendry, D
Foilsithe / Cruthaithe: (1993)

Three essays on econometrics
de réir: Lee, Joonhwan
Foilsithe / Cruthaithe: (2015)

Essays in applied econometrics
de réir: Showalter, Mark H
Foilsithe / Cruthaithe: (2005)

Essays on empirical econometrics
de réir: Gdula, OE
Foilsithe / Cruthaithe: (2021)

Essays in econometrics and forecasting
de réir: Fawcett, N
Foilsithe / Cruthaithe: (2008)

Three essays in applied econometrics
de réir: Lin, Y
Foilsithe / Cruthaithe: (2016)

Essays in econometrics and machine learning
de réir: Semenova, Vira.
Foilsithe / Cruthaithe: (2019)

Essays on identification and semiparametric econometrics
de réir: Schrimpf, Paul
Foilsithe / Cruthaithe: (2011)

Essays in Econometrics and Public Finance
de réir: Sun, Liyang
Foilsithe / Cruthaithe: (2022)

Essays in Econometrics: Nonparametrics and Robustness
de réir: Deaner, Ben
Foilsithe / Cruthaithe: (2022)

Essays on asymptotic methods in econometrics
de réir: Kaji, Tetsuya, Ph. D. Massachusetts Institute of Technology
Foilsithe / Cruthaithe: (2018)

Financial econometrics /
de réir: 173100 Wang, Peijie
Foilsithe / Cruthaithe: (2009)

Applied time series econometrics /
de réir: Lutkepohl, Helmut, et al.
Foilsithe / Cruthaithe: (2004)

Applied econometric time series /
de réir: Enders, Walter, 1948-
Foilsithe / Cruthaithe: (2004)

Essays in Health Economics and Applied Econometrics
de réir: Cheng, Alden
Foilsithe / Cruthaithe: (2023)

Essays in econometrics and random matrix theory
de réir: Harding, Matthew C
Foilsithe / Cruthaithe: (2007)

Essays on the economics of crime and econometric methodology
de réir: May, Sean, 1974-
Foilsithe / Cruthaithe: (2005)

Macroeconomic analysis : essays in macroeconomics and econometrics /
de réir: Currie, David A., et al.
Foilsithe / Cruthaithe: (1981)

The Econometric Analysis of Economic Time Series.
de réir: Hendry, D, et al.
Foilsithe / Cruthaithe: (2000)

Econometric modelling of changing time series
de réir: Hendry, D, et al.
Foilsithe / Cruthaithe: (2010)

Econometric Modelling of Changing Time Series.
de réir: Hendry, D, et al.
Foilsithe / Cruthaithe: (2010)

The Econometric Analysis of Economic Time Series.
de réir: Hendry, D, et al.
Foilsithe / Cruthaithe: (1993)

The Econometric Analysis of Economic Time Series.
de réir: Hendry, D, et al.
Foilsithe / Cruthaithe: (1997)

On the constancy of time-series econometric equations
de réir: Hendry, D
Foilsithe / Cruthaithe: (1996)

The econometric analysis of seasonal time series /
de réir: Ghysels, Eric, 1956-, et al.
Foilsithe / Cruthaithe: (2001)

Econometric Modeling of GDP Time Series
de réir: Elena-Adriana ANDREI, et al.
Foilsithe / Cruthaithe: (2011-10-01)

ECONOMETRIC APPROACH OF HETEROSKEDASTICITY ON FINANCIAL TIME SERIES IN A GENERAL FRAMEWORK
de réir: FELICIA RAMONA BIRĂU
Foilsithe / Cruthaithe: (2012-12-01)

The international library of financial econometrics /
de réir: Lo, Andrew W. (Andrew Wen-Chuan)
Foilsithe / Cruthaithe: (2007)

Essays on Econometrics, Causal Inference, and Machine Learning
de réir: Singh, Rahul
Foilsithe / Cruthaithe: (2023)

Econometric Modelling of Time Series with Outlying Observations
de réir: Hendry, D, et al.
Foilsithe / Cruthaithe: (2011)