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Essays on Entropy-based Robust Inference with Applications in Finance and Economics

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Year

20151

School

Laney Graduate School1

Department / Specialty

Economics1

Degree

PhD[remove]1

Submission Type

Dissertation1

Research Field

Economics, Finance1

Committee

Jacho-Chavez, David, Emory University1
Maasoumi, Esfandiar, Emory University1
Pesavento, Elena, Emory University1
Zhou, Guofu, Washington University in St. Louis1

Keyword

Asset pricing1
Asymmetric dependence[remove]1
Copula-GARCH1
Counterfactual analysis1
Metric entropy1
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