Essays in Modeling of Daily Returns and Realized Volatility.

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North Carolina State University

dc:creator Kassi, Aymard N'Zi

dc:date.issued2015

Abstract

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North Carolina State University Theses Economics.

dc:creator, dc:contributor.*

Author dc:creator: Kassi, Aymard N'Zi
Advisors dc:contributor.advisor: Denis Pelletier, Chair
Walter Thurman, Member
Mehmet Caner, Member
Barry Goodwin, Member

dc:identifier.*

Dc Identifier Other: deg4277
OAI record oai:identifier: https://repository.lib.ncsu.edu/server/oai/request?verb=GetRecord&metadataPrefix=dim&identifier=oai%3Arepository.lib.ncsu.edu%3A1840.16%2F10500

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Kassi, Aymard N'Zi. Essays in Modeling of Daily Returns and Realized Volatility.. 2015. http://www.lib.ncsu.edu/resolver/1840.16/10500