Essays in Financial Econometrics

Three Essays on High Frequency Financial Econometrics and Individual Trading Behavior

Essays in Industrial Organization and Econometrics

Economics) Essays in Industrial Organization and Econometrics

Theis Lange Asymptotic Theory in Financial Time Series Models with Conditional Heteroscedasticity

The present thesis deals with asymptotic analysis of financial time series models with conditional heteroscedasticity. It is well-established within financial econometrics that most financial time series data exhibit time varying conditional volatility, as well as other types of non-linearities. Reflecting this, all four essays of this thesis consider models allowing for time varying conditiona...

Essays on Financial Risk Modeling and Forecasting

Essays on Financial Risk Modeling and Forecasting

Essays in Financial Economics

Essays in Financial Economics