Essays on jumps and common jumps in financial volatility
This dissertation consists of three essays that contribute to the literature on jumps in financial volatility. Jumps have far-reaching implications for financial endeavors such as asset pricing, risk management, and portfolio allocation, and therefore it is important to document their occurrence and develop techniques and models that can be used to study their behavior. This dissertation firstly examines the different roles that jumps and the continuous component of an asset's price process can...[Show more]
|Collections||Open Access Theses|
|Access Rights:||Open Access|
|b25699349_Liao_Yin.pdf||39 MB||Adobe PDF|
Items in Open Research are protected by copyright, with all rights reserved, unless otherwise indicated.