@phdthesis{64b4ebb88d2741b5a404d3eb2e70278d,
title = "Essays on Risk Modeling: Applications to Portfolio and Risk Management",
author = "Daniel Djupsj{\"o}backa",
note = "Return dependency, Monte Carlo Simulation, Bull and Bear Markets, Random Walk hypothesis, Realized variance, Realized volatility, High frequency data, Fractional integration, Volatility modeling, Volatility forecasting, Market microstructure, Autocorrelation, Sampling frequency. Volume: Proceeding volume: ",
year = "2006",
language = "English",
isbn = "951-555-906-5",
series = "Economics and Society / Ekonomi och samh{\"a}lle",
publisher = "Swedish School of Economics and Business Administration",
number = "156",
address = "Finland",
}