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You searched for +publisher:"University of North Carolina" +contributor:("Ghysels, Eric"). Showing records 1 – 24 of 24 total matches.

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University of North Carolina

1. Ru, Hongyu. STATISTICAL ANALYSIS OF FINANCIAL TIME SERIES AND RISK MANAGEMENT.

Degree: Statistics and Operations Research, 2012, University of North Carolina

 The dissertation studies the dynamic of volatility, skewness, and value at risk for financial returns. It contains three topics. The first one is the asymptotic… (more)

Subjects/Keywords: College of Arts and Sciences; Department of Statistics and Operations Research

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APA (6th Edition):

Ru, H. (2012). STATISTICAL ANALYSIS OF FINANCIAL TIME SERIES AND RISK MANAGEMENT. (Thesis). University of North Carolina. Retrieved from https://cdr.lib.unc.edu/record/uuid:9c25e0c2-7b12-4b45-b633-360f511e8735

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Ru, Hongyu. “STATISTICAL ANALYSIS OF FINANCIAL TIME SERIES AND RISK MANAGEMENT.” 2012. Thesis, University of North Carolina. Accessed June 26, 2019. https://cdr.lib.unc.edu/record/uuid:9c25e0c2-7b12-4b45-b633-360f511e8735.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Ru, Hongyu. “STATISTICAL ANALYSIS OF FINANCIAL TIME SERIES AND RISK MANAGEMENT.” 2012. Web. 26 Jun 2019.

Vancouver:

Ru H. STATISTICAL ANALYSIS OF FINANCIAL TIME SERIES AND RISK MANAGEMENT. [Internet] [Thesis]. University of North Carolina; 2012. [cited 2019 Jun 26]. Available from: https://cdr.lib.unc.edu/record/uuid:9c25e0c2-7b12-4b45-b633-360f511e8735.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Ru H. STATISTICAL ANALYSIS OF FINANCIAL TIME SERIES AND RISK MANAGEMENT. [Thesis]. University of North Carolina; 2012. Available from: https://cdr.lib.unc.edu/record/uuid:9c25e0c2-7b12-4b45-b633-360f511e8735

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of North Carolina

2. Motegi, Kaiji. Granger causality in mixed frequency time series.

Degree: Economics, 2014, University of North Carolina

 It is a classic topic in time series econometrics to test Granger causality among multiple variables. While many Granger causality tests have been invented in… (more)

Subjects/Keywords: College of Arts and Sciences; Department of Economics

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APA (6th Edition):

Motegi, K. (2014). Granger causality in mixed frequency time series. (Thesis). University of North Carolina. Retrieved from https://cdr.lib.unc.edu/record/uuid:a2479d61-c8bd-4dc5-8e2d-0758b612ba90

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Motegi, Kaiji. “Granger causality in mixed frequency time series.” 2014. Thesis, University of North Carolina. Accessed June 26, 2019. https://cdr.lib.unc.edu/record/uuid:a2479d61-c8bd-4dc5-8e2d-0758b612ba90.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Motegi, Kaiji. “Granger causality in mixed frequency time series.” 2014. Web. 26 Jun 2019.

Vancouver:

Motegi K. Granger causality in mixed frequency time series. [Internet] [Thesis]. University of North Carolina; 2014. [cited 2019 Jun 26]. Available from: https://cdr.lib.unc.edu/record/uuid:a2479d61-c8bd-4dc5-8e2d-0758b612ba90.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Motegi K. Granger causality in mixed frequency time series. [Thesis]. University of North Carolina; 2014. Available from: https://cdr.lib.unc.edu/record/uuid:a2479d61-c8bd-4dc5-8e2d-0758b612ba90

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of North Carolina

3. Chague, Fernando. Conditional Betas: Asymmetric Responses to Good and Bad News.

Degree: Economics, 2012, University of North Carolina

 In this dissertation we propose a theoretical model for conditional betas. Within a rational expectation equilibrium model, we provide a precise characterization of the dynamics… (more)

Subjects/Keywords: College of Arts and Sciences; Department of Economics

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APA (6th Edition):

Chague, F. (2012). Conditional Betas: Asymmetric Responses to Good and Bad News. (Thesis). University of North Carolina. Retrieved from https://cdr.lib.unc.edu/record/uuid:05a79139-7d19-4880-9c30-5c766c84a2f4

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Chague, Fernando. “Conditional Betas: Asymmetric Responses to Good and Bad News.” 2012. Thesis, University of North Carolina. Accessed June 26, 2019. https://cdr.lib.unc.edu/record/uuid:05a79139-7d19-4880-9c30-5c766c84a2f4.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Chague, Fernando. “Conditional Betas: Asymmetric Responses to Good and Bad News.” 2012. Web. 26 Jun 2019.

Vancouver:

Chague F. Conditional Betas: Asymmetric Responses to Good and Bad News. [Internet] [Thesis]. University of North Carolina; 2012. [cited 2019 Jun 26]. Available from: https://cdr.lib.unc.edu/record/uuid:05a79139-7d19-4880-9c30-5c766c84a2f4.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Chague F. Conditional Betas: Asymmetric Responses to Good and Bad News. [Thesis]. University of North Carolina; 2012. Available from: https://cdr.lib.unc.edu/record/uuid:05a79139-7d19-4880-9c30-5c766c84a2f4

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of North Carolina

4. Nguyen, Giang. The High Frequency Economics of Government Bond Markets.

Degree: Economics, 2014, University of North Carolina

 This dissertation is a collection of four essays examining different aspects of government bond markets, with a special focus on the US Treasury securities. The… (more)

Subjects/Keywords: Finance; Economics; College of Arts and Sciences; Department of Economics

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APA (6th Edition):

Nguyen, G. (2014). The High Frequency Economics of Government Bond Markets. (Thesis). University of North Carolina. Retrieved from https://cdr.lib.unc.edu/record/uuid:8d295693-2c9b-460a-b7b9-eb977284761f

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Nguyen, Giang. “The High Frequency Economics of Government Bond Markets.” 2014. Thesis, University of North Carolina. Accessed June 26, 2019. https://cdr.lib.unc.edu/record/uuid:8d295693-2c9b-460a-b7b9-eb977284761f.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Nguyen, Giang. “The High Frequency Economics of Government Bond Markets.” 2014. Web. 26 Jun 2019.

Vancouver:

Nguyen G. The High Frequency Economics of Government Bond Markets. [Internet] [Thesis]. University of North Carolina; 2014. [cited 2019 Jun 26]. Available from: https://cdr.lib.unc.edu/record/uuid:8d295693-2c9b-460a-b7b9-eb977284761f.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Nguyen G. The High Frequency Economics of Government Bond Markets. [Thesis]. University of North Carolina; 2014. Available from: https://cdr.lib.unc.edu/record/uuid:8d295693-2c9b-460a-b7b9-eb977284761f

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of North Carolina

5. Chen, Xi. Dynamic Models of Asset Returns and Mortgage Default.

Degree: Statistics and Operations Research, 2017, University of North Carolina

 This dissertation consists of three chapters. The first chapter builds a new series of dynamic copula models and studies the influence of macro variables on… (more)

Subjects/Keywords: College of Arts and Sciences; Department of Statistics and Operations Research

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APA (6th Edition):

Chen, X. (2017). Dynamic Models of Asset Returns and Mortgage Default. (Thesis). University of North Carolina. Retrieved from https://cdr.lib.unc.edu/record/uuid:708cffef-a0e4-4e3f-a236-e4fd968891a6

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Chen, Xi. “Dynamic Models of Asset Returns and Mortgage Default.” 2017. Thesis, University of North Carolina. Accessed June 26, 2019. https://cdr.lib.unc.edu/record/uuid:708cffef-a0e4-4e3f-a236-e4fd968891a6.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Chen, Xi. “Dynamic Models of Asset Returns and Mortgage Default.” 2017. Web. 26 Jun 2019.

Vancouver:

Chen X. Dynamic Models of Asset Returns and Mortgage Default. [Internet] [Thesis]. University of North Carolina; 2017. [cited 2019 Jun 26]. Available from: https://cdr.lib.unc.edu/record/uuid:708cffef-a0e4-4e3f-a236-e4fd968891a6.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Chen X. Dynamic Models of Asset Returns and Mortgage Default. [Thesis]. University of North Carolina; 2017. Available from: https://cdr.lib.unc.edu/record/uuid:708cffef-a0e4-4e3f-a236-e4fd968891a6

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of North Carolina

6. Wang, Fangfang. Statistical analysis of some financial time series models.

Degree: Statistics and Operations Research, 2010, University of North Carolina

 The aim of this dissertation is to study the dynamics of asset returns under both the physical measure and the risk neutral measure. It consists… (more)

Subjects/Keywords: College of Arts and Sciences; Department of Statistics and Operations Research

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APA (6th Edition):

Wang, F. (2010). Statistical analysis of some financial time series models. (Thesis). University of North Carolina. Retrieved from https://cdr.lib.unc.edu/record/uuid:5ab04cf0-da47-4311-b91d-f98273be2f0d

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Wang, Fangfang. “Statistical analysis of some financial time series models.” 2010. Thesis, University of North Carolina. Accessed June 26, 2019. https://cdr.lib.unc.edu/record/uuid:5ab04cf0-da47-4311-b91d-f98273be2f0d.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Wang, Fangfang. “Statistical analysis of some financial time series models.” 2010. Web. 26 Jun 2019.

Vancouver:

Wang F. Statistical analysis of some financial time series models. [Internet] [Thesis]. University of North Carolina; 2010. [cited 2019 Jun 26]. Available from: https://cdr.lib.unc.edu/record/uuid:5ab04cf0-da47-4311-b91d-f98273be2f0d.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Wang F. Statistical analysis of some financial time series models. [Thesis]. University of North Carolina; 2010. Available from: https://cdr.lib.unc.edu/record/uuid:5ab04cf0-da47-4311-b91d-f98273be2f0d

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of North Carolina

7. Siwasarit, Wasin. THE SKEWNESS IN EXPECTED MACRO FUNDAMENTALS AND PREDICTABILITY OF EQUITY RETURNS: EVIDENCE AND THEORY.

Degree: Economics, 2015, University of North Carolina

 We document that the first and third cross-sectional moments of the distribution of GDP growth rates made by professional forecasters can predict equity excess returns,… (more)

Subjects/Keywords: Economics; Finance; College of Arts and Sciences; Department of Economics

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APA (6th Edition):

Siwasarit, W. (2015). THE SKEWNESS IN EXPECTED MACRO FUNDAMENTALS AND PREDICTABILITY OF EQUITY RETURNS: EVIDENCE AND THEORY. (Thesis). University of North Carolina. Retrieved from https://cdr.lib.unc.edu/record/uuid:dbdbf87e-136e-401a-8915-88a4dee32640

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Siwasarit, Wasin. “THE SKEWNESS IN EXPECTED MACRO FUNDAMENTALS AND PREDICTABILITY OF EQUITY RETURNS: EVIDENCE AND THEORY.” 2015. Thesis, University of North Carolina. Accessed June 26, 2019. https://cdr.lib.unc.edu/record/uuid:dbdbf87e-136e-401a-8915-88a4dee32640.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Siwasarit, Wasin. “THE SKEWNESS IN EXPECTED MACRO FUNDAMENTALS AND PREDICTABILITY OF EQUITY RETURNS: EVIDENCE AND THEORY.” 2015. Web. 26 Jun 2019.

Vancouver:

Siwasarit W. THE SKEWNESS IN EXPECTED MACRO FUNDAMENTALS AND PREDICTABILITY OF EQUITY RETURNS: EVIDENCE AND THEORY. [Internet] [Thesis]. University of North Carolina; 2015. [cited 2019 Jun 26]. Available from: https://cdr.lib.unc.edu/record/uuid:dbdbf87e-136e-401a-8915-88a4dee32640.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Siwasarit W. THE SKEWNESS IN EXPECTED MACRO FUNDAMENTALS AND PREDICTABILITY OF EQUITY RETURNS: EVIDENCE AND THEORY. [Thesis]. University of North Carolina; 2015. Available from: https://cdr.lib.unc.edu/record/uuid:dbdbf87e-136e-401a-8915-88a4dee32640

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of North Carolina

8. Gredil, Oleg. Market-timing and Agency Costs: Evidence from Private Equity.

Degree: 2015, University of North Carolina

 Private equity (PE) funds operate at the interface of private and public capital markets. This paper investigates whether PE fund managers have private information about… (more)

Subjects/Keywords: Finance; Entrepreneurship; Kenan-Flagler Business School

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APA (6th Edition):

Gredil, O. (2015). Market-timing and Agency Costs: Evidence from Private Equity. (Thesis). University of North Carolina. Retrieved from https://cdr.lib.unc.edu/record/uuid:15886258-2ddd-44b8-a82e-7297faca7dc6

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Gredil, Oleg. “Market-timing and Agency Costs: Evidence from Private Equity.” 2015. Thesis, University of North Carolina. Accessed June 26, 2019. https://cdr.lib.unc.edu/record/uuid:15886258-2ddd-44b8-a82e-7297faca7dc6.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Gredil, Oleg. “Market-timing and Agency Costs: Evidence from Private Equity.” 2015. Web. 26 Jun 2019.

Vancouver:

Gredil O. Market-timing and Agency Costs: Evidence from Private Equity. [Internet] [Thesis]. University of North Carolina; 2015. [cited 2019 Jun 26]. Available from: https://cdr.lib.unc.edu/record/uuid:15886258-2ddd-44b8-a82e-7297faca7dc6.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Gredil O. Market-timing and Agency Costs: Evidence from Private Equity. [Thesis]. University of North Carolina; 2015. Available from: https://cdr.lib.unc.edu/record/uuid:15886258-2ddd-44b8-a82e-7297faca7dc6

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of North Carolina

9. Diercks, Anthony. Asset Prices and Macroeconomic Policy.

Degree: Economics, 2015, University of North Carolina

 My dissertation work focuses on the relationship between asset pricing and macroeconomic policy. Asset prices play a fundamental role in the daily lives of most… (more)

Subjects/Keywords: Economics; Finance; College of Arts and Sciences; Department of Economics

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APA (6th Edition):

Diercks, A. (2015). Asset Prices and Macroeconomic Policy. (Thesis). University of North Carolina. Retrieved from https://cdr.lib.unc.edu/record/uuid:b239412a-a357-471a-b39e-13a20d7a4820

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Diercks, Anthony. “Asset Prices and Macroeconomic Policy.” 2015. Thesis, University of North Carolina. Accessed June 26, 2019. https://cdr.lib.unc.edu/record/uuid:b239412a-a357-471a-b39e-13a20d7a4820.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Diercks, Anthony. “Asset Prices and Macroeconomic Policy.” 2015. Web. 26 Jun 2019.

Vancouver:

Diercks A. Asset Prices and Macroeconomic Policy. [Internet] [Thesis]. University of North Carolina; 2015. [cited 2019 Jun 26]. Available from: https://cdr.lib.unc.edu/record/uuid:b239412a-a357-471a-b39e-13a20d7a4820.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Diercks A. Asset Prices and Macroeconomic Policy. [Thesis]. University of North Carolina; 2015. Available from: https://cdr.lib.unc.edu/record/uuid:b239412a-a357-471a-b39e-13a20d7a4820

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of North Carolina

10. Soques, Daniel. Regime-switching Models of the Business Cycle.

Degree: Economics, 2015, University of North Carolina

 A popular way to describe the business cycle is as a movement between distinct phases of expansion and recession. During expansions, output growth and employment… (more)

Subjects/Keywords: Economics; College of Arts and Sciences; Department of Economics

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APA (6th Edition):

Soques, D. (2015). Regime-switching Models of the Business Cycle. (Thesis). University of North Carolina. Retrieved from https://cdr.lib.unc.edu/record/uuid:ab2759a5-b3e7-498e-946d-e13079df3c9f

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Soques, Daniel. “Regime-switching Models of the Business Cycle.” 2015. Thesis, University of North Carolina. Accessed June 26, 2019. https://cdr.lib.unc.edu/record/uuid:ab2759a5-b3e7-498e-946d-e13079df3c9f.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Soques, Daniel. “Regime-switching Models of the Business Cycle.” 2015. Web. 26 Jun 2019.

Vancouver:

Soques D. Regime-switching Models of the Business Cycle. [Internet] [Thesis]. University of North Carolina; 2015. [cited 2019 Jun 26]. Available from: https://cdr.lib.unc.edu/record/uuid:ab2759a5-b3e7-498e-946d-e13079df3c9f.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Soques D. Regime-switching Models of the Business Cycle. [Thesis]. University of North Carolina; 2015. Available from: https://cdr.lib.unc.edu/record/uuid:ab2759a5-b3e7-498e-946d-e13079df3c9f

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of North Carolina

11. Savascin, Ozge. Endogenously Clustered Factor Approach to Macroeconomics.

Degree: Economics, 2012, University of North Carolina

 This dissertation constructs a novel factor approach to study the comovements of macroeconomic variables and introduces its two practical applications. Factor models have become useful… (more)

Subjects/Keywords: College of Arts and Sciences; Department of Economics

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APA (6th Edition):

Savascin, O. (2012). Endogenously Clustered Factor Approach to Macroeconomics. (Thesis). University of North Carolina. Retrieved from https://cdr.lib.unc.edu/record/uuid:6e3839d9-ed7b-4289-a9e9-453b768a7f09

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Savascin, Ozge. “Endogenously Clustered Factor Approach to Macroeconomics.” 2012. Thesis, University of North Carolina. Accessed June 26, 2019. https://cdr.lib.unc.edu/record/uuid:6e3839d9-ed7b-4289-a9e9-453b768a7f09.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Savascin, Ozge. “Endogenously Clustered Factor Approach to Macroeconomics.” 2012. Web. 26 Jun 2019.

Vancouver:

Savascin O. Endogenously Clustered Factor Approach to Macroeconomics. [Internet] [Thesis]. University of North Carolina; 2012. [cited 2019 Jun 26]. Available from: https://cdr.lib.unc.edu/record/uuid:6e3839d9-ed7b-4289-a9e9-453b768a7f09.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Savascin O. Endogenously Clustered Factor Approach to Macroeconomics. [Thesis]. University of North Carolina; 2012. Available from: https://cdr.lib.unc.edu/record/uuid:6e3839d9-ed7b-4289-a9e9-453b768a7f09

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of North Carolina

12. Samadi, Mehrdad. Intermarket Competition: Evidence from Short Sales.

Degree: 2016, University of North Carolina

 Using a novel collection of off-exchange trade data, I study where short sellers exploit their well-documented information advantage. I find that short sales comprise a… (more)

Subjects/Keywords: Kenan-Flagler Business School

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APA (6th Edition):

Samadi, M. (2016). Intermarket Competition: Evidence from Short Sales. (Thesis). University of North Carolina. Retrieved from https://cdr.lib.unc.edu/record/uuid:3cf06c42-68a9-40fc-88c4-44fa012dbaef

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Samadi, Mehrdad. “Intermarket Competition: Evidence from Short Sales.” 2016. Thesis, University of North Carolina. Accessed June 26, 2019. https://cdr.lib.unc.edu/record/uuid:3cf06c42-68a9-40fc-88c4-44fa012dbaef.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Samadi, Mehrdad. “Intermarket Competition: Evidence from Short Sales.” 2016. Web. 26 Jun 2019.

Vancouver:

Samadi M. Intermarket Competition: Evidence from Short Sales. [Internet] [Thesis]. University of North Carolina; 2016. [cited 2019 Jun 26]. Available from: https://cdr.lib.unc.edu/record/uuid:3cf06c42-68a9-40fc-88c4-44fa012dbaef.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Samadi M. Intermarket Competition: Evidence from Short Sales. [Thesis]. University of North Carolina; 2016. Available from: https://cdr.lib.unc.edu/record/uuid:3cf06c42-68a9-40fc-88c4-44fa012dbaef

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of North Carolina

13. Wijoseno, Atet. Three Essays on Banking, Monetary Policy, and Regional Economy in Indonesia.

Degree: Economics, 2016, University of North Carolina

 This dissertation is comprised of three essays. In the first essay, using monthly panel data, we study how changes in the BI rate and reserve… (more)

Subjects/Keywords: College of Arts and Sciences; Department of Economics

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APA (6th Edition):

Wijoseno, A. (2016). Three Essays on Banking, Monetary Policy, and Regional Economy in Indonesia. (Thesis). University of North Carolina. Retrieved from https://cdr.lib.unc.edu/record/uuid:ba0befcd-7fdd-40b3-bb5c-84c795cac5ed

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Wijoseno, Atet. “Three Essays on Banking, Monetary Policy, and Regional Economy in Indonesia.” 2016. Thesis, University of North Carolina. Accessed June 26, 2019. https://cdr.lib.unc.edu/record/uuid:ba0befcd-7fdd-40b3-bb5c-84c795cac5ed.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Wijoseno, Atet. “Three Essays on Banking, Monetary Policy, and Regional Economy in Indonesia.” 2016. Web. 26 Jun 2019.

Vancouver:

Wijoseno A. Three Essays on Banking, Monetary Policy, and Regional Economy in Indonesia. [Internet] [Thesis]. University of North Carolina; 2016. [cited 2019 Jun 26]. Available from: https://cdr.lib.unc.edu/record/uuid:ba0befcd-7fdd-40b3-bb5c-84c795cac5ed.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Wijoseno A. Three Essays on Banking, Monetary Policy, and Regional Economy in Indonesia. [Thesis]. University of North Carolina; 2016. Available from: https://cdr.lib.unc.edu/record/uuid:ba0befcd-7fdd-40b3-bb5c-84c795cac5ed

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of North Carolina

14. Park, Sunjin. Essays in Financial Economics.

Degree: 2017, University of North Carolina

 In the first chapter, titled "Global Macroeconomic Conditional Skewness and the Carry Risk Premium," I show that the time-variation in measures of global growth prospects… (more)

Subjects/Keywords: Kenan-Flagler Business School

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APA (6th Edition):

Park, S. (2017). Essays in Financial Economics. (Thesis). University of North Carolina. Retrieved from https://cdr.lib.unc.edu/record/uuid:96e89739-c2e1-4eb2-bd5b-27bb1488fd14

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Park, Sunjin. “Essays in Financial Economics.” 2017. Thesis, University of North Carolina. Accessed June 26, 2019. https://cdr.lib.unc.edu/record/uuid:96e89739-c2e1-4eb2-bd5b-27bb1488fd14.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Park, Sunjin. “Essays in Financial Economics.” 2017. Web. 26 Jun 2019.

Vancouver:

Park S. Essays in Financial Economics. [Internet] [Thesis]. University of North Carolina; 2017. [cited 2019 Jun 26]. Available from: https://cdr.lib.unc.edu/record/uuid:96e89739-c2e1-4eb2-bd5b-27bb1488fd14.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Park S. Essays in Financial Economics. [Thesis]. University of North Carolina; 2017. Available from: https://cdr.lib.unc.edu/record/uuid:96e89739-c2e1-4eb2-bd5b-27bb1488fd14

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of North Carolina

15. Liu, Hanwei. Essays on Conditional Quantile Estimation and Equity Market Downside Risk.

Degree: Economics, 2017, University of North Carolina

 Fully aware of the importance of effective risk management, we develop the HYBRID-quantile model aimed at enhancing the accuracy of conditional quantile predictions. In the… (more)

Subjects/Keywords: College of Arts and Sciences; Department of Economics

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APA (6th Edition):

Liu, H. (2017). Essays on Conditional Quantile Estimation and Equity Market Downside Risk. (Thesis). University of North Carolina. Retrieved from https://cdr.lib.unc.edu/record/uuid:a044c7db-3689-46b4-a7e9-49f2b388ebb0

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Liu, Hanwei. “Essays on Conditional Quantile Estimation and Equity Market Downside Risk.” 2017. Thesis, University of North Carolina. Accessed June 26, 2019. https://cdr.lib.unc.edu/record/uuid:a044c7db-3689-46b4-a7e9-49f2b388ebb0.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Liu, Hanwei. “Essays on Conditional Quantile Estimation and Equity Market Downside Risk.” 2017. Web. 26 Jun 2019.

Vancouver:

Liu H. Essays on Conditional Quantile Estimation and Equity Market Downside Risk. [Internet] [Thesis]. University of North Carolina; 2017. [cited 2019 Jun 26]. Available from: https://cdr.lib.unc.edu/record/uuid:a044c7db-3689-46b4-a7e9-49f2b388ebb0.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Liu H. Essays on Conditional Quantile Estimation and Equity Market Downside Risk. [Thesis]. University of North Carolina; 2017. Available from: https://cdr.lib.unc.edu/record/uuid:a044c7db-3689-46b4-a7e9-49f2b388ebb0

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of North Carolina

16. De Asis Ruiz, Gonzalo. Corporate Debt and Distress Risk in Emerging Markets.

Degree: Economics, 2018, University of North Carolina

 This dissertation consists of two papers in the field of international finance, both under the general theme of corporate distress in emerging markets. In the… (more)

Subjects/Keywords: College of Arts and Sciences; Department of Economics

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APA (6th Edition):

De Asis Ruiz, G. (2018). Corporate Debt and Distress Risk in Emerging Markets. (Thesis). University of North Carolina. Retrieved from https://cdr.lib.unc.edu/record/uuid:2987ab7e-9b92-4f53-b32f-ca0878c8bfcf

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

De Asis Ruiz, Gonzalo. “Corporate Debt and Distress Risk in Emerging Markets.” 2018. Thesis, University of North Carolina. Accessed June 26, 2019. https://cdr.lib.unc.edu/record/uuid:2987ab7e-9b92-4f53-b32f-ca0878c8bfcf.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

De Asis Ruiz, Gonzalo. “Corporate Debt and Distress Risk in Emerging Markets.” 2018. Web. 26 Jun 2019.

Vancouver:

De Asis Ruiz G. Corporate Debt and Distress Risk in Emerging Markets. [Internet] [Thesis]. University of North Carolina; 2018. [cited 2019 Jun 26]. Available from: https://cdr.lib.unc.edu/record/uuid:2987ab7e-9b92-4f53-b32f-ca0878c8bfcf.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

De Asis Ruiz G. Corporate Debt and Distress Risk in Emerging Markets. [Thesis]. University of North Carolina; 2018. Available from: https://cdr.lib.unc.edu/record/uuid:2987ab7e-9b92-4f53-b32f-ca0878c8bfcf

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of North Carolina

17. Goldberger, Stephen Patterson. Instrumental Variables Estimation with Mixed Data Sampling (MIDAS).

Degree: Economics, 2013, University of North Carolina

 In most discrete time series models, the instrumental variables (IV) of estimation are the same time frequency as the error term. This is the case… (more)

Subjects/Keywords: College of Arts and Sciences; Department of Economics

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APA (6th Edition):

Goldberger, S. P. (2013). Instrumental Variables Estimation with Mixed Data Sampling (MIDAS). (Thesis). University of North Carolina. Retrieved from https://cdr.lib.unc.edu/record/uuid:63ff23d3-398e-4217-9327-83d9deaa590b

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Goldberger, Stephen Patterson. “Instrumental Variables Estimation with Mixed Data Sampling (MIDAS).” 2013. Thesis, University of North Carolina. Accessed June 26, 2019. https://cdr.lib.unc.edu/record/uuid:63ff23d3-398e-4217-9327-83d9deaa590b.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Goldberger, Stephen Patterson. “Instrumental Variables Estimation with Mixed Data Sampling (MIDAS).” 2013. Web. 26 Jun 2019.

Vancouver:

Goldberger SP. Instrumental Variables Estimation with Mixed Data Sampling (MIDAS). [Internet] [Thesis]. University of North Carolina; 2013. [cited 2019 Jun 26]. Available from: https://cdr.lib.unc.edu/record/uuid:63ff23d3-398e-4217-9327-83d9deaa590b.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Goldberger SP. Instrumental Variables Estimation with Mixed Data Sampling (MIDAS). [Thesis]. University of North Carolina; 2013. Available from: https://cdr.lib.unc.edu/record/uuid:63ff23d3-398e-4217-9327-83d9deaa590b

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of North Carolina

18. Zhou, Huan. Forecasting in a Data-Rich Enviornment.

Degree: Economics, 2014, University of North Carolina

 With the introduction of new macroeconomic and financial indicators and the timely publication of high frequency data, forecasters face an ever-increasing amount of information when… (more)

Subjects/Keywords: Economics; College of Arts and Sciences; Department of Economics

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APA (6th Edition):

Zhou, H. (2014). Forecasting in a Data-Rich Enviornment. (Thesis). University of North Carolina. Retrieved from https://cdr.lib.unc.edu/record/uuid:270f4530-6f40-49e2-a091-b879d1a65ac0

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Zhou, Huan. “Forecasting in a Data-Rich Enviornment.” 2014. Thesis, University of North Carolina. Accessed June 26, 2019. https://cdr.lib.unc.edu/record/uuid:270f4530-6f40-49e2-a091-b879d1a65ac0.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Zhou, Huan. “Forecasting in a Data-Rich Enviornment.” 2014. Web. 26 Jun 2019.

Vancouver:

Zhou H. Forecasting in a Data-Rich Enviornment. [Internet] [Thesis]. University of North Carolina; 2014. [cited 2019 Jun 26]. Available from: https://cdr.lib.unc.edu/record/uuid:270f4530-6f40-49e2-a091-b879d1a65ac0.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Zhou H. Forecasting in a Data-Rich Enviornment. [Thesis]. University of North Carolina; 2014. Available from: https://cdr.lib.unc.edu/record/uuid:270f4530-6f40-49e2-a091-b879d1a65ac0

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of North Carolina

19. Ozkan, Nazire. Government Budget Predictions with Mixed Frequency Analysis.

Degree: Economics, 2014, University of North Carolina

 Based on the growing literature of Mixed Data Sampling (MIDAS) analysis, this dissertation proposes forecasting procedures for the U.S. federal and state government budgets and… (more)

Subjects/Keywords: Economics; College of Arts and Sciences; Department of Economics

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APA (6th Edition):

Ozkan, N. (2014). Government Budget Predictions with Mixed Frequency Analysis. (Thesis). University of North Carolina. Retrieved from https://cdr.lib.unc.edu/record/uuid:0708b258-42c0-4a7f-80f8-522454197d7a

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Ozkan, Nazire. “Government Budget Predictions with Mixed Frequency Analysis.” 2014. Thesis, University of North Carolina. Accessed June 26, 2019. https://cdr.lib.unc.edu/record/uuid:0708b258-42c0-4a7f-80f8-522454197d7a.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Ozkan, Nazire. “Government Budget Predictions with Mixed Frequency Analysis.” 2014. Web. 26 Jun 2019.

Vancouver:

Ozkan N. Government Budget Predictions with Mixed Frequency Analysis. [Internet] [Thesis]. University of North Carolina; 2014. [cited 2019 Jun 26]. Available from: https://cdr.lib.unc.edu/record/uuid:0708b258-42c0-4a7f-80f8-522454197d7a.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Ozkan N. Government Budget Predictions with Mixed Frequency Analysis. [Thesis]. University of North Carolina; 2014. Available from: https://cdr.lib.unc.edu/record/uuid:0708b258-42c0-4a7f-80f8-522454197d7a

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of North Carolina

20. Jackson, Laura. Monetary Policy in a Zero Lower Bound Environment.

Degree: Economics, 2014, University of North Carolina

 In the wake of the Great Recession, the Federal Reserve lowered the federal funds rate (FFR) target to zero and resorted to unconventional monetary policy.… (more)

Subjects/Keywords: Economics; College of Arts and Sciences; Department of Economics

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APA (6th Edition):

Jackson, L. (2014). Monetary Policy in a Zero Lower Bound Environment. (Thesis). University of North Carolina. Retrieved from https://cdr.lib.unc.edu/record/uuid:e0524ef7-875b-48ea-90b1-e686119c13d4

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Jackson, Laura. “Monetary Policy in a Zero Lower Bound Environment.” 2014. Thesis, University of North Carolina. Accessed June 26, 2019. https://cdr.lib.unc.edu/record/uuid:e0524ef7-875b-48ea-90b1-e686119c13d4.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Jackson, Laura. “Monetary Policy in a Zero Lower Bound Environment.” 2014. Web. 26 Jun 2019.

Vancouver:

Jackson L. Monetary Policy in a Zero Lower Bound Environment. [Internet] [Thesis]. University of North Carolina; 2014. [cited 2019 Jun 26]. Available from: https://cdr.lib.unc.edu/record/uuid:e0524ef7-875b-48ea-90b1-e686119c13d4.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Jackson L. Monetary Policy in a Zero Lower Bound Environment. [Thesis]. University of North Carolina; 2014. Available from: https://cdr.lib.unc.edu/record/uuid:e0524ef7-875b-48ea-90b1-e686119c13d4

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of North Carolina

21. Sohn, Bumjean. Cross-Section of Equity Returns: Stock Market Volatility and Priced Factors.

Degree: 2009, University of North Carolina

 We discuss the nature of risk valid factors should represent. The Campbell's (1993) ICAPM extended with heteroskedastic asset returns guides us to identify the risk;… (more)

Subjects/Keywords: Kenan-Flagler Business School

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APA (6th Edition):

Sohn, B. (2009). Cross-Section of Equity Returns: Stock Market Volatility and Priced Factors. (Thesis). University of North Carolina. Retrieved from https://cdr.lib.unc.edu/record/uuid:5ea32b5a-7190-4351-a70e-d1a5af2291ea

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Sohn, Bumjean. “Cross-Section of Equity Returns: Stock Market Volatility and Priced Factors.” 2009. Thesis, University of North Carolina. Accessed June 26, 2019. https://cdr.lib.unc.edu/record/uuid:5ea32b5a-7190-4351-a70e-d1a5af2291ea.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Sohn, Bumjean. “Cross-Section of Equity Returns: Stock Market Volatility and Priced Factors.” 2009. Web. 26 Jun 2019.

Vancouver:

Sohn B. Cross-Section of Equity Returns: Stock Market Volatility and Priced Factors. [Internet] [Thesis]. University of North Carolina; 2009. [cited 2019 Jun 26]. Available from: https://cdr.lib.unc.edu/record/uuid:5ea32b5a-7190-4351-a70e-d1a5af2291ea.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Sohn B. Cross-Section of Equity Returns: Stock Market Volatility and Priced Factors. [Thesis]. University of North Carolina; 2009. Available from: https://cdr.lib.unc.edu/record/uuid:5ea32b5a-7190-4351-a70e-d1a5af2291ea

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of North Carolina

22. Sinko, Arthur. Some applications of mixed data sampling regression models.

Degree: Economics, 2008, University of North Carolina

 The thesis consists of four independent essays. Each discusses different applications of the Mixed Data Sampling (MIDAS) regression framework. The first essay explores MIDAS regression… (more)

Subjects/Keywords: College of Arts and Sciences; Department of Economics

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APA (6th Edition):

Sinko, A. (2008). Some applications of mixed data sampling regression models. (Thesis). University of North Carolina. Retrieved from https://cdr.lib.unc.edu/record/uuid:580020ae-504c-40f9-865a-3aa40bdfdfb8

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Sinko, Arthur. “Some applications of mixed data sampling regression models.” 2008. Thesis, University of North Carolina. Accessed June 26, 2019. https://cdr.lib.unc.edu/record/uuid:580020ae-504c-40f9-865a-3aa40bdfdfb8.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Sinko, Arthur. “Some applications of mixed data sampling regression models.” 2008. Web. 26 Jun 2019.

Vancouver:

Sinko A. Some applications of mixed data sampling regression models. [Internet] [Thesis]. University of North Carolina; 2008. [cited 2019 Jun 26]. Available from: https://cdr.lib.unc.edu/record/uuid:580020ae-504c-40f9-865a-3aa40bdfdfb8.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Sinko A. Some applications of mixed data sampling regression models. [Thesis]. University of North Carolina; 2008. Available from: https://cdr.lib.unc.edu/record/uuid:580020ae-504c-40f9-865a-3aa40bdfdfb8

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of North Carolina

23. Chen, Xilong. The semi-parametric midas models and some of their applications: the impact of news on the stock volatility.

Degree: Economics, 2008, University of North Carolina

 In the first essay, I examine whether the sign and magnitude of discretely sampled high frequency returns have impact on expected volatility over some future… (more)

Subjects/Keywords: College of Arts and Sciences; Department of Economics

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APA (6th Edition):

Chen, X. (2008). The semi-parametric midas models and some of their applications: the impact of news on the stock volatility. (Thesis). University of North Carolina. Retrieved from https://cdr.lib.unc.edu/record/uuid:c68a8703-68d1-4d97-918b-3a382fceb973

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Chen, Xilong. “The semi-parametric midas models and some of their applications: the impact of news on the stock volatility.” 2008. Thesis, University of North Carolina. Accessed June 26, 2019. https://cdr.lib.unc.edu/record/uuid:c68a8703-68d1-4d97-918b-3a382fceb973.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Chen, Xilong. “The semi-parametric midas models and some of their applications: the impact of news on the stock volatility.” 2008. Web. 26 Jun 2019.

Vancouver:

Chen X. The semi-parametric midas models and some of their applications: the impact of news on the stock volatility. [Internet] [Thesis]. University of North Carolina; 2008. [cited 2019 Jun 26]. Available from: https://cdr.lib.unc.edu/record/uuid:c68a8703-68d1-4d97-918b-3a382fceb973.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Chen X. The semi-parametric midas models and some of their applications: the impact of news on the stock volatility. [Thesis]. University of North Carolina; 2008. Available from: https://cdr.lib.unc.edu/record/uuid:c68a8703-68d1-4d97-918b-3a382fceb973

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of North Carolina

24. Kapadia, Nishad. Skewness, idiosyncratic volatility and expected returns.

Degree: 2007, University of North Carolina

 This dissertation examines the effect of skewness on expected returns posited by prior theoretical work. The dissertation shows that the low returns of stocks with… (more)

Subjects/Keywords: Kenan-Flagler Business School

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APA (6th Edition):

Kapadia, N. (2007). Skewness, idiosyncratic volatility and expected returns. (Thesis). University of North Carolina. Retrieved from https://cdr.lib.unc.edu/record/uuid:2f69d565-9041-43ac-ad27-95d17dee131a

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Kapadia, Nishad. “Skewness, idiosyncratic volatility and expected returns.” 2007. Thesis, University of North Carolina. Accessed June 26, 2019. https://cdr.lib.unc.edu/record/uuid:2f69d565-9041-43ac-ad27-95d17dee131a.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Kapadia, Nishad. “Skewness, idiosyncratic volatility and expected returns.” 2007. Web. 26 Jun 2019.

Vancouver:

Kapadia N. Skewness, idiosyncratic volatility and expected returns. [Internet] [Thesis]. University of North Carolina; 2007. [cited 2019 Jun 26]. Available from: https://cdr.lib.unc.edu/record/uuid:2f69d565-9041-43ac-ad27-95d17dee131a.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Kapadia N. Skewness, idiosyncratic volatility and expected returns. [Thesis]. University of North Carolina; 2007. Available from: https://cdr.lib.unc.edu/record/uuid:2f69d565-9041-43ac-ad27-95d17dee131a

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

.