Browsing by Author "Chen, Sihong"
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Chen, Sihong (2012-10-19)This thesis is concerned with (i) how to estimate the perceived mortality risk, (ii) how to calculate the welfare change of mortality risk reduction and (iii) whether ambiguity aversion influences subjects' treatment ...
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Chen, Sihong (2017-03-29)This dissertation includes three essays. The first essay examines time-varying nonlinear dependence and asymmetries of commodity futures from 1999 to 2015. We consider several elliptical copulas with dynamic conditional ...