Now showing items 1-4 of 4
Essays on Econometrics of Network Models
Social networks affect a broad class of economic activities. The three chapters of my dissertation study social networks from two different lines of research. The first line of research examines the formation process of ...
R & D-based growth models with transitional dynamics: Evidence from OECD countries
Our study quantifies the impact of research and development (R&D) spending on technological progress, and hence on economic growth following the hypothesis that the second-generation growth theory best describes the data ...
Copulas for High Dimensions: Models, Estimation, Inference, and Applications
The dissertation consists of four chapters that concern topics on copulas for high dimensions. Chapter 1 proposes a new general model for high dimension joint distributions of asset returns that utilizes high frequency data ...
Essays in Financial Econometrics
The main goal of this work is to explore the effects of time-varying extreme jump tail dependencies in asset markets. Consequently, a lot of attention has been devoted to understand the extremal tail dependencies between ...