Essays in Financial Economics
Thesis advisor: Zhijie Xiao === My dissertation research examines empirical issues in financial economics with a special focus on the application of quantile regression. This dissertation is composed by two self-contained papers, which center around: (1) robust estimation of conditional idiosyncrati...
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| Format: | Others |
| Language: | English |
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Boston College
2009
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| Online Access: | http://hdl.handle.net/2345/2223 |