Three Essays on Volatility
Language: en
Pages: 410
Authors: Stefano Mazzotta
Categories: Capital market
Type: BOOK - Published: 2005 - Publisher:

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"This dissertation is in the form of one survey paper and three essays on the topic of volatility. The unifying feature that permeates the entire thesis is the
Three Essays on Volatility
Language: en
Pages: 318
Authors: Peilin Hsieh
Categories:
Type: BOOK - Published: 2013 - Publisher:

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My dissertation focuses on economic studying of volatility issues. Three essays are contained in my dissertation. Essay 1 extends a microstructure model to expl
Three Essays in Stock Return Volatility
Language: en
Pages: 0
Authors: Ali Ebrahim Nejad
Categories:
Type: BOOK - Published: 2016 - 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
Three Essays on Volatility Forecasting
Language: en
Pages: 218
Authors: Xin Cheng
Categories: Options (Finance)
Type: BOOK - Published: 2010 - Publisher:

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