Search for dissertations about: "Contagion volatility jumps risk premium MCMC"
Found 1 swedish dissertation containing the words Contagion volatility jumps risk premium MCMC.
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1. Essays on stochastic volatility
Abstract : 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. READ MORE
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