Three essays on modeling stock returns : empirical analysis of the residual distribution, risk-return relation, and stock-bond dynamic correlation /

Description

Thesis (Ph. D.)--Drexel University, 2007. / Includes abstract and vita. Includes bibliographical references (leaves 82-92).

Links & Downloads

1. http://hdl.handle.net/1860/1784

Tags

Finance. Stocks. Bonds.

Additional Fields

Identifer	oai:union.ndltd.org:OCLC/oai:xtcat.oclc.org:OCLCNo/172987598
Date	January 2007
Creators	Li, Jiandong. Chiang, Thomas C.
Publisher	Philadelphia, Pa. : Drexel University,
Source Sets	OCLC
Language	English
Detected Language	English
Source	Click for resource