Sökning: "Cristina Amado"

Hittade 1 avhandling innehållade orden Cristina Amado.

1. 1. Four essays on the econometric modelling of volatility and durations

   Författare :Cristina Amado; Handelshögskolan i Stockholm; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

   Sammanfattning : The thesis "Four Essays on the Econometric Modelling of Volatility and Durations" consists of four research papers in the area of financial econometrics on topics of the modelling of financial market volatility and the econometrics of ultra-high-frequency data. The aim of the thesis is to develop new econometric methods for modelling and hypothesis testing in these areas. LÄS MER