Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 4 of 4 for “"Asymmetric Dependence"”.
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The strategic implications of trust for interorganizational exchange relations under asymmetric dependence
… in exchange contexts, it was hypothesized that dependence and trust would have interactive influences on the dependent variables. This study also endeavored to examine the degree of attitude change when there was a reversal in one's initial perceptions of trust in another party. Specifically, it …
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Modelling and valuing multivariate interdependencies in financial time series
This thesis investigates implications of interdependence between stock market prices in the context of several financial applications including: portfolio selection, tests of market efficiency and measuring the extent of integration among national stock markets. In Chapter 2, I note that volatility …
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Topics in Macro Finance
Summary In terms of the specific topics covered in the thesis, my research aims to further understanding of risky asset return and volatility behaviour from a macro-finance perspective. In three of the four chapters, the macro drivers of both risky asset returns (the first moment) and volatility …
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Copulas for High Dimensions: Models, Estimation, Inference, and Applications
… utilizes high frequency data and copulas. The dependence between returns is decomposed into linear and nonlinear components, which enables the use of high frequency data to accurately measure and forecast linear dependence, and the use of a new class of copulas designed to capture nonlinear …