this thesisis based on $3$ published papers \cite{SY,SPY,income} which dividethis study into two parts. The first part … Heston model withstochastic volatility.After characterizing the stock returns at mesoscopic time lags, westudy the … subordination hypothesis with one year of intraday data.We verify that the integrated volatility $V_t$ constructed fromthe number of …

the potential economic impacts of its portfolio of programs on national employment and income. A special purpose version … federal budget. Energy savings, investments, and impacts on U.S. national employment and wage income are reported by program … 332,000 jobs and about $5.3 billion in wage income (1995$) by the year 2030. Because the required investments to achieve …

-integration between income and consumption, based on a periodic error correction model, is rejected. A PADL specification is preferred for … modelling the income-consumption relationship, using seasonally unadjusted data. …

The dissertation focusses on structural aspects of family firms in Austria. Basis of the underlying data is an …

into volatility persistence in stock returns. In part two, I show that the introduction of continuous trading on the WSE is … volatility on days after limit hits and positive autocorrelation in stock returns. I do not find significant advantages of this …

volatility on foreign exchange markets. Starting point is the market participant's microeconomic investment decision, which is … trading volume and volatility on foreign exchange markets. We apply various two-country-models with representative market …

This study compares the effects of economic internationalisation on the functional distribution of labour income in the … distribution of labour income. This approach can also be implemented in models that try toadequately consider the European case by …This study compares the effects of economic internationalisation on the functional distribution of labour income in the …

We quantify the effects on contingent claim valuation of using an estimator for the volatility of a geometric Brownian … motion (GBM) process. That is, we show what difficulties can arise when failing to account for estimation risk. Our working … problem uses a direct estimator of volatility based on the sample standard deviation of increments from the underlying …