Essays in panel data and financial econometrics

<p>This thesis is concerned with volatility estimation using financial panels and bias-reduction in non-linear dynamic panels in the presence of dependence.</p><p>Traditional GARCH-type volatility models require large time-series for accurate estimation. This makes it impossible to...

Ausführliche Beschreibung

Bibliographische Detailangaben
1. Verfasser: Pakel, C
Weitere Verfasser: Shephard, N
Format: Abschlussarbeit
Sprache:English
Veröffentlicht: 2012
Schlagworte: