Essays on time series econometrics and financial econometrics
My DPhil thesis includes three essays on time series econometrics and financial econometrics, preceded by a brief introduction. The first essay proposes a new class of multivariate volatility models utilizing realized measures of asset volatility and covolatility extracted from high-frequency data....
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University of Oxford
2016
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.730127 |