Three Essays In Financial Econometrics
DOWNLOAD
Download Three Essays In Financial Econometrics PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get Three Essays In Financial Econometrics book now. This website allows unlimited access to, at the time of writing, more than 1.5 million titles, including hundreds of thousands of titles in various foreign languages. If the content not found or just blank you must refresh this page
Three Essays On Financial Econometrics
DOWNLOAD
Author : Jiang Liang
language : en
Publisher:
Release Date : 2015
Three Essays On Financial Econometrics written by Jiang Liang and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015 with Econometrics categories.
"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.
Three Essays In Financial Econometrics
DOWNLOAD
Author : Jianxun Li
language : en
Publisher:
Release Date : 2016
Three Essays In Financial Econometrics written by Jianxun Li and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016 with categories.
Three Essays In Financial Econometrics
DOWNLOAD
Author : Sassan Alizadeh
language : en
Publisher:
Release Date : 1999
Three Essays In Financial Econometrics written by Sassan Alizadeh and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1999 with categories.
Three Essays In Financial Econometrics
DOWNLOAD
Author : Paskalis Teodoros Glabadanidis
language : en
Publisher:
Release Date : 2003
Three Essays In Financial Econometrics written by Paskalis Teodoros Glabadanidis and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003 with categories.
Three Essays In Financial Econometrics
DOWNLOAD
Author : Byung-Dong Seo
language : en
Publisher: ProQuest
Release Date : 2006
Three Essays In Financial Econometrics written by Byung-Dong Seo and has been published by ProQuest this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006 with categories.
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.
Three Essays On Financial Econometrics And Empirical Finance
DOWNLOAD
Author : Long Kang
language : en
Publisher:
Release Date : 2008
Three Essays On Financial Econometrics And Empirical Finance written by Long Kang and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008 with categories.
Three Essays In Financial Econometrics
DOWNLOAD
Author : Serguei Zernov
language : en
Publisher:
Release Date : 2004
Three Essays In Financial Econometrics written by Serguei Zernov and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004 with Econometrics categories.
"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." --
Three Essays On Financial Econometrics
DOWNLOAD
Author : Jialin Yu
language : en
Publisher:
Release Date : 2005
Three Essays On Financial Econometrics written by Jialin Yu and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005 with categories.
Three Essays On Financial Econometrics And Patents
DOWNLOAD
Author : Qifeng Weng
language : en
Publisher:
Release Date : 2016
Three Essays On Financial Econometrics And Patents written by Qifeng Weng and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016 with categories.
Three Essays In Financial Econometrics
DOWNLOAD
Author : Chi Wan Cheang
language : en
Publisher:
Release Date : 2018
Three Essays In Financial Econometrics written by Chi Wan Cheang and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018 with categories.