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Disasters and the Lucas orchard : essays in finance and macroeconomics
Martin, Ian - 2008
Persistent link: https://www.econbiz.de/10011573339
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Essays on realized volatility and jumps
Larson, Marcus - 2008
Persistent link: https://www.econbiz.de/10003758871
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Essays in financial economics
Greenwood, Robin - 2002
Persistent link: https://www.econbiz.de/10003779960
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A dynamic model for the correlation of hedge fund and market returns
Pasin, Julián F. - 2007
Persistent link: https://www.econbiz.de/10003820514
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Asset co-movement and diversification benefits
Li, Lingfeng - 2003
Persistent link: https://www.econbiz.de/10003623744
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Three essays on modeling conditional correlation
Sheppard, Kevin - 2004
Persistent link: https://www.econbiz.de/10003550225
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Exogenous variables in dynamic conditional correlation models for financial markets
Schopen, Jan-Hendrik - 2012
Dynamic correlation, Exogenous variables, DCCX, Macroeconomic Announcements, Diversification benefits. - In this dissertation, I analyze determinants of conditional correlations. Specifically, I propose the generalized DCCX model that facilitates the analysis of the effects of exogenous...
Persistent link: https://www.econbiz.de/10009698136
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Essays on conditional correlation modeling
Glück, Thorsten - 2013
Persistent link: https://www.econbiz.de/10010195774
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The application of multivariate GARCH models to turbulent financial markets
Zahnd, Edy - 2002 - Als Ms. gedr.
Persistent link: https://www.econbiz.de/10001659873