Trent University Graduate Thesis Collection

Item Description
Identifier
tula:etd
Type
Collection
Language
eng
Extent
1 item
Rights
Copyright for all items in the Trent University Graduate Thesis Collection is held by the author, with all rights reserved, unless otherwise noted.
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Range-Based Component Models for Conditional Volatility and Dynamic Correlations

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Year: 2017, 2017
Member of: Trent University Graduate Thesis Collection
Name(s): Creator (cre): Swanson, Stephen, Thesis advisor (ths): Cater, Bruce, Thesis advisor (ths): Pollanen, Marco, Degree granting institution (dgg): Trent University
Abstract: <p>Volatility modelling is an important task in the financial markets. This paper first evaluates the range-based DCC-CARR model of Chou et al. (2009) in modelling larger systems of assets, vis-à-vis the traditional return-based DCC-GARCH. Extending Colacito, Engle and Ghysels (2011), range-based volatility specifications are then employed in the first-stage of DCC-MIDAS conditional… more
Full Text: Range-Based Component Models for Conditional Volatility and Dynamic Correlations A Thesis Submitted to the Committee on Graduate Studies in Partial Fulfillment of the Requirements for the Degree of Master of Science in the Faculty of Arts and Science …

The Disability-Mitigating Effects of Education on Post-Injury Employment Dynamics

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Year: 2017, 2017
Member of: Trent University Graduate Thesis Collection
Name(s): Creator (cre): Baraka, Hadeel, Thesis advisor (ths): Cater, Bruce, Thesis advisor (ths): Pollanen, Marco, Degree granting institution (dgg): Trent University
Abstract: <p>Using data drawn from the Workplace Safety and Insurance Board's (WSIB) Survey of Workers with Permanent Impairments, this thesis explores if and how the human capital associated with education mitigates the realized work-disabling effects of permanent physical injury. Using Cater's (2000) model of post-injury adaptive behaviour and employment dynamics as the structural,… more
Full Text: THE DISABILITY-MITIGATING EFFECTS OF EDUCATION ON POSTINJURY EMPLOYMENT DYNAMICS A Thesis Submitted to the Committee on Graduate Studies in Partial Fulfillment of the Requirements for the Degree of Master of Science in the Faculty of Arts and Science …