Search for dissertations about: "marcus nossman"

Found 1 swedish dissertation containing the words marcus nossman.

2. 1. Essays on stochastic volatility

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

   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