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Metric entropy
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1.
Essays on Entropy-based Robust Inference with Applications in Finance and Economics
Student Name:
Wu, Ke
Date Uploaded:
08/28/2018
Research Field:
Economics, Finance
Department or Specialty:
Economics
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Year
2015
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School
Laney Graduate School
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Department / Specialty
Economics
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PhD
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Dissertation
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Economics, Finance
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Jacho-Chavez, David, Emory University
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Maasoumi, Esfandiar, Emory University
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Pesavento, Elena, Emory University
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Zhou, Guofu, Washington University in St. Louis
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Asset pricing
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Asymmetric dependence
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Copula-GARCH
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Metric entropy
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