Essays on Volatility Risk, Asset Returns and Consumption-Based Asset Pricing

Essays on Volatility Risk, Asset Returns and Consumption-Based Asset Pricing

Bibliographic Details
Main Author: Kim, Young Il
Language:English
Published: The Ohio State University / OhioLINK 2008
Subjects:
Skew Student t distribution
GARCH-skew-t
volatility clustering
fat tails
skewness
stock returns
realized volatility
mixture-of-distributions
equity premium
asset return puzzles
consumption-based asset pricing
parameter uncertainty
Normal Inver
Online Access:http://rave.ohiolink.edu/etdc/view?acc_num=osu1211912340

Internet

http://rave.ohiolink.edu/etdc/view?acc_num=osu1211912340

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