Empirical findings in asset price dynamics revealed by quantitative modelling
This dissertation addresses the fundamental question of what factors drive equity prices and investigates the mechanisms through which the drivers influence the price dynamics. The studies are based on the two different frequency levels of financial data. The first part aims to identify what syste...
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| Format: | Others |
| Language: | en_US |
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Georgia Institute of Technology
2016
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| Online Access: | http://hdl.handle.net/1853/54302 |