Essays on Return Predictability and Volatility Estimation

Essays on Return Predictability and Volatility Estimation
Author: Yuzhao Zhang
Publisher:
Total Pages: 316
Release: 2008
Genre: Investments
ISBN:
GET BOOK

Download Essays on Return Predictability and Volatility Estimation Book in PDF, Epub and Kindle


Essays on Return Predictability and Volatility Estimation
Language: en
Pages: 316

Essays on Return Predictability and Volatility Estimation

Authors: Yuzhao Zhang
Categories: Investments
Type: BOOK - Published: 2008 - Publisher:

GET EBOOK

Essays on the Predictability and Volatility of Asset Returns
Language: en
Pages:

Essays on the Predictability and Volatility of Asset Returns

Authors: Stefan A. Jacewitz
Categories:
Type: BOOK - Published: 2010 - Publisher:

GET EBOOK

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
Language: en
Pages: 0

Three Essays on Stock Market Volatility

Authors: Chengbo Fu
Categories:
Type: BOOK - Published: 2019 - Publisher:

GET EBOOK

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
Three Essays on Stock Market Volatility and Stock Return Predictability
Language: en
Pages: 310

Three Essays on Stock Market Volatility and Stock Return Predictability

Authors: Shu Yan
Categories: Stock exchanges
Type: BOOK - Published: 2000 - Publisher:

GET EBOOK

Essays on the Predictability and Volatility of Returns in the Stock Market
Language: en
Pages: 137

Essays on the Predictability and Volatility of Returns in the Stock Market

Authors: Ruojun Wu
Categories: Bayesian statistical decision theory
Type: BOOK - Published: 2008 - Publisher:

GET EBOOK

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