Some of the material in is restricted to members of the community. By logging in, you may be able to gain additional access to certain collections or items. If you have questions about access or logging in, please use the form on the Contact Page.
Some of the material in is restricted to members of the community. By logging in, you may be able to gain additional access to certain collections or items. If you have questions about access or logging in, please use the form on the Contact Page.
The use of time-inhomogeneous additive models in option pricing has gained attention in recent years due to their potential to adequately price options across both strike and maturity with relatively few parameters. In this thesis two...
This dissertation consists of three essays. The first two essays (i.e., Chapter 2 and Chapter 3) examine the effects of raising the retirement age on the life cycle behaviors of individuals and its implication on the social security...
Forecasting a univariate target time series in high dimensions with very many predictors poses challenges in statistical learning and modeling. First, many nuisance time series exist and need to be removed. Second, from economic theories...
Competitiveness indices are used widespread for assessing nations' capabilities of prospering. However, the existing indices have so far focused on cross-sectional analyses, which prove disadvantageous when trying to monitor nations'...
The objective of this dissertation is to study impulse control problems in situations where the volatility of the underlying process is not constant. First, we explore the case where the dynamics of the underlying process are modified...
In this dissertation we explore the impact of various constant-proportions investment strategies in an economic evolutionary market. Dividends are generated according to a new Dividend Factor Model. Furthermore, Dividends were estimated...
Prior research using the ex ante real interest rate has led to mixed evidence about the validity of the Fisher relationship and for the Real Interest Parity hypothesis. In particular, authors have disagreed over whether the ex ante real...
In portfolio risk management, a global covariance matrix forecast often needs to be adjusted by changing diagonal blocks corresponding to specific sub-markets. Unless certain constraints are obeyed, this can result in the loss of...
Some of the material in is restricted to members of the community. By logging in, you may be able to gain additional access to certain collections or items. If you have questions about access or logging in, please use the form on the Contact Page.
