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...
| Κύριος συγγραφέας: | |
|---|---|
| Άλλοι συγγραφείς: | |
| Μορφή: | Thesis |
| Έκδοση: |
2016
|