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1.
The cross-section of stock return and volatility
by Han, Hongchao, M.Sc.  Singapore Management University (Singapore). 2008: 64 pages; 1478224.
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Hurst parameter estimation of a discretely sampled ito integral with fractional Brownian motion driven integrand
by Flynn, Christopher R., Ph.D.  Stevens Institute of Technology. 2015: 294 pages; 10113763.
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Interest rate uncertainty and stock market volatility
by Xu, Jincai, M.Sc.  Singapore Management University (Singapore). 2007: 52 pages; 1489321.
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Three Essays in Asset Pricing
by Bandara, Wachindra, Ph.D.  The George Washington University. 2013: 179 pages; 3610429.
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Essays in hedge fund and volatility risk management
by Black, Keith H., Ph.D.  Illinois Institute of Technology. 2010: 152 pages; 3417949.
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Accruals Quality and Firm Value
by Kiriukhin, Oleg, Ph.D.  The University of Chicago. 2018: 89 pages; 10817494.
9.
Three essays on econometrics
by Choi, Yongok, Ph.D.  Indiana University. 2012: 138 pages; 3522622.
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Three essays on investments and time series econometrics
by Brooks, Joshua Andrew, Ph.D.  The University of Alabama. 2015: 143 pages; 3711188.
11.
The Design and Evaluation of Price Risk Management Strategies in the U.S. Hog Industry
by Shao, Renyuan, Ph.D.  The Ohio State University. 2003: 127 pages; 10834929.
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On the Calibration of the LIBOR Market Model
by Lagunzad, Demelinda U., M.Sc.  Singapore Management University (Singapore). 2007: 95 pages; 1483217.
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Essays on financial economics
by Van Tassel, Peter, Ph.D.  Princeton University. 2015: 181 pages; 3729751.
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Information uncertainty and the momentum effect
by Cher, Liu Chang Nicholas, M.Sc.  Singapore Management University (Singapore). 2009: 54 pages; 1478220.
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The predictability of overnight information
by Zhong, Zhuo, M.Sc.  Singapore Management University (Singapore). 2008: 51 pages; 1494108.
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Analysis of Singapore's foreign exchange market microstructure
by Wan, Chee Wai, M.Sc.  Singapore Management University (Singapore). 2011: 102 pages; 1501950.
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Essays on Volatility Risk, Asset Returns and Consumption-Based Asset Pricing
by Kim, Young Il, Ph.D.  The Ohio State University. 2008: 196 pages; 10631107.
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Essays in International Economics
by Reyes-Heroles Cardoso, Ricardo M., Ph.D.  Princeton University. 2016: 178 pages; 10120414.
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Essays on Time-Varying Investment Opportunities and Investors' Asset Allocation
by Rossi, Alberto Gianluca Paolo, Ph.D.  University of California, San Diego. 2011: 168 pages; 3458500.
21.
Essays on the Macroeconomic Effects of the Underground Sector
by Granda Carvajal, Catalina, Ph.D.  University of Connecticut. 2011: 153 pages; 3492162.
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Essays in financial economics
by Cheung, Sze Wah Sam, Ph.D.  Columbia University. 2008: 136 pages; 3317644.
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Discrete time stochastic volatility model
by Tang, Guojing, Ph.D.  University of Maryland, College Park. 2009: 99 pages; 3359756.
25.
News which moves the market: Assessing the impact of published financial news on the stock market
by Soon, Yu Chiang, M.Sc.  Singapore Management University (Singapore). 2011: 68 pages; 1494102.
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Examining the low volatility anomaly in stock prices
by Malhotra, Munish, M.A.  University of Denver. 2013: 92 pages; 1550386.
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Essays in Macroeconomics
by Daula, Thomas, Ph.D.  University of California, San Diego. 2012: 161 pages; 3522146.
28.
Cellular Automata in financial applications
by Gao, Yuying, Ph.D.  University of California, Riverside. 2008: 172 pages; 3305677.
29.
An Econometric Investigation of the Bullwhip Effect—The Influence of Demand and Supply in the Automobile Industry
by Chiang, Chung-Yean, Ph.D.  State University of New York at Buffalo. 2011: 144 pages; 3475302.
30.
Multivariate GARCH models for the Greater China stock markets
by Song, Xiaojun, M.Sc.  Singapore Management University (Singapore). 2009: 71 pages; 1478270.
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