3 documents found
Dissertation
All rights reserved
2025
Essays on Intraday Trading Behavior and Price Patterns in Financial Markets
Financial markets bring together a wide range of participants to fund investments and share risks, while also facilitating liquidity – the ability to enter and exit positions when needed – and price discovery – the timely formation of efficient prices that reflect available information. Most modern markets…
Dissertation
All rights reserved
2024
Essays in Financial Econometrics
The analysis of financial time series with econometric methods is an important part of understanding risk and return characteristics of assets and portfolios, it is essential for making and evaluating forecasts and generally, it is obligatory for macroeconomic decision making. This dissertation consists…
Dissertation
All rights reserved
2024
Essays on the estimation and forecasting of financial volatility
The Great Financial Crisis of 2008 highlighted the fragility of the modern financial system. The bankruptcy and bailout of financial institutions captured global media attention and significantly impacted daily life worldwide. The crisis affected both national economies and individuals, with the US GDP…