Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
Results
Showing 1 to 1 of 1 for “"Χρηματαγορές"”.
-
Studies on break detection in financial time series volatility
The aim of this thesis is to provide an econometric analysis on volatility dynamics by examining the implications of structural changes. Specifically, it analyses how the existence of structural changes may influence the volatility persistence and/or long memory in financial time series. In the …