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Essays on Return Predictability and Volatility Estimation
Language: en
Pages: 316
Authors: Yuzhao Zhang
Categories: Investments
Type: BOOK - Published: 2008 - Publisher:

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Three Essays on Stock Market Volatility
Language: en
Pages: 0
Authors: Chengbo Fu
Categories:
Type: BOOK - Published: 2019 - Publisher:

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This dissertation consists of three essays on stock market volatility. In the first essay, we show that investors will have the information in the idiosyncratic
Essays on the Predictability and Volatility of Asset Returns
Language: en
Pages:
Authors: Stefan A. Jacewitz
Categories:
Type: BOOK - Published: 2010 - Publisher:

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This dissertation collects two papers regarding the econometric and economic theory and testing of the predictability of asset returns. It is widely accepted th
Three Essays on Stock Market Volatility and Stock Return Predictability
Language: en
Pages: 310
Authors: Shu Yan
Categories: Stock exchanges
Type: BOOK - Published: 2000 - Publisher:

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Essays on the Predictability and Volatility of Returns in the Stock Market
Language: en
Pages: 137
Authors: Ruojun Wu
Categories: Bayesian statistical decision theory
Type: BOOK - Published: 2008 - Publisher:

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This dissertation studies the effect of parameter uncertainty on the return predictability and volatility of the stock market. The first two chapters focus on t