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.
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Showing 1 to 3 of 3 for “"Out-of-sample predictability"”.
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Two Essays on Monetary Policy and Exchange Rates in Thailand
… with a managed floating exchange rate. The Bank of Thailand uses the policy interest rate as the main monetary policy instrument and intervenes in the exchange rate market only when necessary to prevent excess volatility and to achieve economic policy goals. Both interest rates and exchange rates …
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Essays in Financial Econometrics
<p>This dissertation consists of three essays. In the first essay, I analyze the performance of five different classes of integrated variance estimators when applied to various stocks of differing market capitalization in an attempt to discover the circumstances under which one estimator should be …
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An investigation of heterogeneous commuting mode choices through an Early Stopping Bayesian Data Assimilation approach
… preceding the pandemic, a growing diversity of commuting behaviours existed among the population. Some of these behaviours may have served as trendsetters of commuting patterns that align with the emerging flexible working patterns, albeit not completely identical to those observed today. The …