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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.

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Essays on Volatility Risk, Asset Returns and Consumption-Based Asset Pricing

Kim, Young Il 25 June 2008 (has links)
No description available.
Skew Student t distribution
GARCH-skew-t
volatility clustering
fat tails
skewness
stock returns
realized volatility
mixture-of-distributions
equity premium
asset return puzzles
consumption-based asset pricing
parameter uncertainty
Normal Inver

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