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...
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Thesis |
| Language: | English |
| Published: |
2012
|
| Subjects: |