Essays in Financial Economics
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This dissertation attempts to contribute in two different fields: corporate finance and time-series econometrics. At the beginning of my PhD I started to work in the field of corporate finance and the third essay of this dissertation comes from that time. Later I became more interested in time-series econometrics, particularly volatility modelling. This interest resulted in essays 1 and 2 in this dissertation and several more essays which are not completed yet. Since my main interest during my PhD studies was volatility, I provide an introduction only into the field of volatility. Since there are many good review articles dealing with this topic (e.g. Poon and Granger (2003)), the introduction is very brief.