Financial Market Volatility and Jumps
This dissertation consists of three related chapters that study financial market volatility, jumps and the economic factors behind them. Each of the chapters analyzes a different aspect of this problem. The first chapter examines tests for jumps based on recent asymptotic results. Monte Carlo eviden...
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| Format: | Others |
| Language: | en_US |
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2007
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| Online Access: | http://hdl.handle.net/10161/194 |