Sökning: "Marcus Nossman"

Hittade 1 avhandling innehållade orden Marcus Nossman.

1. 1. Essays on stochastic volatility

   Författare :Marcus Nossman; Nationalekonomiska institutionen; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; volatility; Contagion; jumps; risk premium; MCMC;

   Sammanfattning : This dissertation consists of five papers concerned with the estimation and analysis of financial price processes. The first paper develops a stock price model and analyzes the impact of the US and the regional European stock markets on the local European countries’ stock markets. LÄS MER