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Essays on structural vector autoregressions identified through time-varying volatility
Schlaak, Thore - 2019
Persistent link: https://www.econbiz.de/10012173758
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Essays in financial econometrics
Tsiaras, Leonidas - 2010
Persistent link: https://www.econbiz.de/10008697624
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Econometric analysis of time-varying volatility in financial markets
Laursen, Bo - 2017
Persistent link: https://www.econbiz.de/10011818415
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Jump-diffusion models in empirical asset pricing
Purzitsky, Adam Alexander - 2007
Persistent link: https://www.econbiz.de/10009697369
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Essays in empirical finance : volatility, interdependencies, and risk in emerging markets
Johansson, Anders C. - 2007
Persistent link: https://www.econbiz.de/10013382940
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Essays on asset allocation with derivatives and model estimation
Breuer, Beate - 2009
Persistent link: https://www.econbiz.de/10003823672
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Essays in mathematical finance : modeling the futures price
Blix, Magnus - 2004
Persistent link: https://www.econbiz.de/10002831728
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Essays on fine structure of asset returns, jumps, and stochastic volatility
Yu, Jung-suk - 2006
Persistent link: https://www.econbiz.de/10003973904
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Essays on financial models
Amilon, Henrik - 2000
Persistent link: https://www.econbiz.de/10001534304
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Tail risk and long memory in financial markets
Nguyen, Duc Binh Benno - 2018
Persistent link: https://www.econbiz.de/10012173996