Download or read book Three Essays in Financial Econometrics written by Paskalis Teodoros Glabadanidis and published by . This book was released on 2003 with total page 360 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Three Essays in Financial Econometrics written by Sassan Alizadeh and published by . This book was released on 1999 with total page 203 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Three Essays in Financial Econometrics written by Byung-Dong Seo and published by ProQuest. This book was released on 2006 with total page 302 pages. Available in PDF, EPUB and Kindle. Book excerpt: The first essay investigates the relationship between financial durations and volatility of asset prices. A duration process extracted from stock transaction data is included as an explanatory variable to the time series models of realized volatility. Financial durations have strong forecasting power for volatility dynamics.

Download or read book Three essays on financial econometrics written by Jiang Liang and published by . This book was released on 2015 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: "This dissertation develops several econometric techniques to address three issues in financial economics, namely, constructing a real estate price index, estimating structural break points, and estimating integrated variance in the presence of market microstructure noise and the corresponding microstructure noise function. Chapter 2 develops a new methodology for constructing a real estate price index that utilizes all transaction price information, encompassing both single-sales and repeat-sales. The method is less susceptible to specification error than standard hedonic methods and is not subject to the sample selection bias involved in indexes that rely only on repeat sales. The methodology employs a model design that uses a sale pairing process based on the individual building level, rather than the individual house level as is used in the repeat-sales method. The approach extends ideas from repeat-sales methodology in a way that accommodates much wider datasets. In an empirical analysis of the methodology, we fit the model to the private residential property market in Singapore between Q1 1995 and Q2 2014, covering several periods of major price fluctuation and changes in government macroprudential policy ..."--Author's abstract.

Download or read book Three Essays in Financial Econometrics written by Serguei Zernov and published by . This book was released on 2004 with total page 286 pages. Available in PDF, EPUB and Kindle. Book excerpt: "Finally; the third essay uses recent advances in the theory of extremal events to analyse the effects of institutional changes in financial markets on the extremal behaviour of major stock indices, as far as this behaviour is reflected in the evolution of Hill's estimator of the tail index." --

Download or read book Three Essays on Financial Econometrics and Empirical Finance written by Long Kang and published by . This book was released on 2008 with total page 118 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Three Essays on Financial Econometrics written by Jialin Yu and published by . This book was released on 2005 with total page 225 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Three Essays in Financial Econometrics written by Jianxun Li and published by . This book was released on 2016 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Three Essays on Financial Econometrics and Patents written by Qifeng Weng and published by . This book was released on 2016 with total page 85 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Three Essays in Financial Economics written by Biplab K. Ghosh and published by . This book was released on 2009 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Three Essays in Financial Econometrics written by Chi Wan Cheang and published by . This book was released on 2018 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Three Essays in Financial Econometrics written by Chi Wan Cheang and published by . This book was released on 2018 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Three Essays in Financial Economics written by Andrey Dmitrievich Ukhov and published by . This book was released on 2004 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Three Essays in Financial Economics written by Rajiv Sobti and published by . This book was released on 1984 with total page 190 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Three Essays in Financial Economics written by Yeuwu Xu and published by . This book was released on 2004 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Three Essays in Financial Economics written by Flávio Auler and published by . This book was released on 1995 with total page 186 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Three Essays on Financial Economics written by Sourav Batabyal and published by . This book was released on 2012 with total page 228 pages. Available in PDF, EPUB and Kindle. Book excerpt: