Essays in empirical finance
- Garzoli, Matteo
- Plazzi, Alberto (Degree supervisor)
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30.08.2021
174 p
Thèse de doctorat: Università della Svizzera italiana, 2021
Real estate
Case-Shiller
MIDAS
Forecasting
Big data
Default rate
Regime-switching
Frailty factor
Credit risk
Diversification
Skewness
Bootstrap
Shrinkage
Asset allocation
English
I use empirical methods to forecast U.S. repeat-sales house price indices, to analyze Swiss long-run default rates and to investigate the role of country and industry effects on the downside risk of stock index returns.
- Language
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- English
- Classification
- Economics
- License
-
License undefined
- Identifiers
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- RERO DOC 333477
- URN urn:nbn:ch:rero-006-119516
- ARK ark:/12658/srd1319301
- Persistent URL
- https://n2t.net/ark:/12658/srd1319301
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