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The Global ETD Search service is a free service for researchers
to find electronic theses and dissertations. This service is
provided by the
Networked Digital Library of Theses and Dissertations.
Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
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Showing 331 to 340 of 1918 (0.017 seconds)| 331 |
Innovations in asset allocation with optimization heuristicsZhang, Jin January 2010 (has links)
No description available.
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| 332 |
Aspects of federal tax competitionKotsogiannis, Christos G. January 1998 (has links)
No description available.
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| 333 |
Taxation on financial intermediation, growth and inflationThubdimphun, Sicha January 2011 (has links)
No description available.
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| 334 |
Anomalies in options marketsZhai, Jia January 2010 (has links)
No description available.
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| 335 |
Studying general multivariate dependence using associated copulas with applications to financial time seriesSalazar Flores, Yuri January 2012 (has links)
In this thesis we study the general multivariate dependence of a random vector using associated copulas. The analysis of multivariate tail dependence has been centered in the positive case. To address this issue, we define the concept of gen- eral dependence and its corresponding probability functions. We prove a version of Sklar's Theorem that links these probability functions with its marginals using the associated copulas. We extend definitions and results from positive to the general dependence case. This includes associated tail dependence functions and associated tail dependence coefficients. We derive the relationships among associated copulas and obtain sev- eral results involving these copulas. We study the associated copulas of several copula models. This includes the perfect dependence cases, elliptical copulas, cop- ula models based on Laplace transforms, vine copulas and Marshall-Olkin copulas. For all these examples we analyse their tail dependence and obtain the correspond- ing tail dependence functions. We then extend several nonparametric estimators to the tail dependence func- tion in the general dependence case, and, using the results obtained in this work, we introudce new estimators. We use two optimisation methods for these esti- mators and run a simulation study to assess their performance for three levels of tail dependence and three sample sizes. With this simulation study we obtain an optimal estimator for each level of tail dependence. We use these estimators in two financial time series examples. In the first example we study the tail depen- dence structure between volatility indices and their corresponding stock market indices. In the second one between gold and other financial indices. With the results obtained in this thesis, it was possible to determine the existence of asym- metric negative tail dependence for both examples. Overlooking this feature can have undesirable consequences when modelling this data.
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| 336 |
Essays on financial policies, financial development and economic growthTaghipour, Anoshirvan January 2009 (has links)
No description available.
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| 337 |
Extreme value thepory forvalue at risk estimation : Theory and empirical applicationPilota, Evdoxia January 2009 (has links)
No description available.
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| 338 |
Essays on Asset Pricing and Monetary PolicyNoikokyris, Emmanuil January 2010 (has links)
No description available.
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| 339 |
Stochastic clocks in real-time financial markets : Empirical anlysis on FTSE 100 index futuresFuentes, Rafael alejandro Velasco January 2009 (has links)
No description available.
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| 340 |
Application of Regime Switching Model to Equity Market and Portfolio SelectionYang, Zijian January 2010 (has links)
No description available.
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