(eBook/PDF) Essays On The Predictability And Volatility Of Asset Returns Online

Language: en
Pages:

Essays on the Predictability and Volatility of Asset Returns

Authors: Stefan A. Jacewitz

Categories:

Type: BOOK - Published: 2010 - Publisher:

This dissertation collects two papers regarding the econometric and economic theory and testing of the predictability of asset returns. It is widely accepted th

Language: en
Pages: 137

Essays on the Predictability and Volatility of Returns in the Stock Market

Authors: Ruojun Wu

Categories: Bayesian statistical decision theory

Type: BOOK - Published: 2008 - Publisher:

DOWNLOAD EBOOK

This dissertation studies the effect of parameter uncertainty on the return predictability and volatility of the stock market. The first two chapters focus on t