Search results | J. Murrey Atkins Library

Title: Corporate bonds: Theoretical and Empirical Study
Author: Park, Min
Date Created: 2012
Description: This dissertation consists of three parts. The first chapter presents an analysis of the structural difference between a make-whole callable and a traditional callable bond. Based on the analysis, we construct a reduced-form model for the make-who...

Title: Corporate bonds: Theoretical and Empirical Study
Author: Park, Min
Date Created: 2012
Subjects--Topical: Finance
Description: This dissertation consists of three parts. The first chapter presents an analysis of the structural difference between a make-whole callable and a traditional callable bond. Based on the analysis, we construct a reduced-form model for the make-who...

Title: GENERALIZED QUASI-LIKELIHOOD RATIO TESTS FOR VARYING COEFFICIENT QUANTILE REGRESSION MODELS
Author: Wang, Yonggang
Date Created: 2013
Description: Quantile regression models which can track the relationship of predictive variables and the response variable in specific quantiles are especially useful in applications when extreme quantiles instead of the center of the distribution are interest...

Title: GENERALIZED QUASI-LIKELIHOOD RATIO TESTS FOR VARYING COEFFICIENT QUANTILE REGRESSION MODELS
Author: Wang, Yonggang
Date Created: 2013
Subjects--Topical: Statistics
Description: Quantile regression models which can track the relationship of predictive variables and the response variable in specific quantiles are especially useful in applications when extreme quantiles instead of the center of the distribution are interest...

Title: Semiparametric time-varying coefficient regression model for longitudinal data with censored time origin
Author: Shou, Qiong
Date Created: 2012
Description: In preventive HIV vaccine efficacy trials, thousands of HIV-negative volunteers are randomized to receive vaccine or placebo, and are monitored for HIV infection. The primary objective is to assess vaccine efficacy to prevent HIV infection. An imp...

Title: Semiparametric time-varying coefficient regression model for longitudinal data with censored time origin
Author: Shou, Qiong
Date Created: 2012
Subjects--Topical: Statistics
Description: In preventive HIV vaccine efficacy trials, thousands of HIV-negative volunteers are randomized to receive vaccine or placebo, and are monitored for HIV infection. The primary objective is to assess vaccine efficacy to prevent HIV infection. An imp...

Title: The Case for a Hardware Filesystem
Author: Mendon, Ashwin
Date Created: 2012
Description: As secondary storage devices get faster with flash based solid statedrives (SSDs) and emerging technologies like phase change memories (PCM), overheads in system software like operating system (OS) and filesystem become prominent and may limit the...

Title: The Case for a Hardware Filesystem
Author: Mendon, Ashwin
Date Created: 2012
Subjects--Topical: Electrical engineering, Computer science, Computer engineering
Description: As secondary storage devices get faster with flash based solid statedrives (SSDs) and emerging technologies like phase change memories (PCM), overheads in system software like operating system (OS) and filesystem become prominent and may limit the...

Title: Three Essays on Pricing Kernel in Asset Pricing
Author: Cai, Minhao
Date Created: 2013
Description: Pricing Kernel extends concepts from economics and finance to include adjustments for risk. When pricing kernel is given, by non-arbitrage theory, all securities can be priced. Searching for a proper pricing kernel is one of the most important tas...

Title: Three Essays on Pricing Kernel in Asset Pricing
Author: Cai, Minhao
Date Created: 2013
Subjects--Topical: Finance
Description: Pricing Kernel extends concepts from economics and finance to include adjustments for risk. When pricing kernel is given, by non-arbitrage theory, all securities can be priced. Searching for a proper pricing kernel is one of the most important tas...

Title: Three essays on empirical finance
Author: Wang, Ruoyang
Date Created: 2013
Description: This dissertation includes 3 papers in empirical finance.In chapter 1, since theory suggests a relationship between both volatility of volatility, variance risk premium, and the equity risk premium; we empirically investigate the relationship betw...

Title: Three essays on empirical finance
Author: Wang, Ruoyang
Date Created: 2013
Description: This dissertation includes 3 papers in empirical finance.In chapter 1, since theory suggests a relationship between both volatility of volatility, variance risk premium, and the equity risk premium; we empirically investigate the relationship betw...

Title: Three essays on empirical finance
Author: Wang, Ruoyang
Date Created: 2013
Subjects--Topical: Finance
Description: This dissertation includes 3 papers in empirical finance.In chapter 1, since theory suggests a relationship between both volatility of volatility, variance risk premium, and the equity risk premium; we empirically investigate the relationship betw...