Three essays in financial econometrics
This thesis consists of three essays on applying state space models to tackle interesting problems in finance and economics. Simulation-based model estimation techniques are used extensively to draw statistical inference on latent state vari- ables. In the first essay, I develop a new type of Bivari...
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Imperial College London
2016
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.689142 |