Advanced search options

Advanced Search Options 🞨

Browse by author name (“Author name starts with…”).

Find ETDs with:

in
/  
in
/  
in
/  
in

Written in Published in Earliest date Latest date

Sorted by

Results per page:

Sorted by: relevance · author · university · dateNew search

You searched for +publisher:"Dublin City University" +contributor:("Cummins, Mark"). Showing records 1 – 4 of 4 total matches.

Search Limiters

Last 2 Years | English Only

No search limiters apply to these results.

▼ Search Limiters


Dublin City University

1. Esposito, Francesco. Model selection in a multi-hypothesis test setting: applications in financial econometrics.

Degree: DCU Business School, 2017, Dublin City University

 In this thesis, we investigate model selection in a general setting and perform several exercises in financial econometrics. We present the multi-hypothesis testing (MHT) framework,… (more)

Subjects/Keywords: Finance; Mathematical models; Statistics; Multi-hypothesis test; generalised family-wise error rate; tail probability of false discovery proportion; stationary bootstrap; step-down algorithm, model confidence set; value-at-risk, expected shortfall; likelihood function; second order non-linear filter; jump-diffusion, stochastic volatility; stochastic hazard, option pricing model; partial integral-differential equation; finite difference method.

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Esposito, F. (2017). Model selection in a multi-hypothesis test setting: applications in financial econometrics. (Thesis). Dublin City University. Retrieved from http://doras.dcu.ie/22147/

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Esposito, Francesco. “Model selection in a multi-hypothesis test setting: applications in financial econometrics.” 2017. Thesis, Dublin City University. Accessed June 25, 2019. http://doras.dcu.ie/22147/.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Esposito, Francesco. “Model selection in a multi-hypothesis test setting: applications in financial econometrics.” 2017. Web. 25 Jun 2019.

Vancouver:

Esposito F. Model selection in a multi-hypothesis test setting: applications in financial econometrics. [Internet] [Thesis]. Dublin City University; 2017. [cited 2019 Jun 25]. Available from: http://doras.dcu.ie/22147/.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Esposito F. Model selection in a multi-hypothesis test setting: applications in financial econometrics. [Thesis]. Dublin City University; 2017. Available from: http://doras.dcu.ie/22147/

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Dublin City University

2. Gogolin, Fabian. Award-winning CEOs as outside directors.

Degree: DCU Business School, 2017, Dublin City University

 As its core contribution this thesis provides first insights into the role of CEO award winners as outside directors. We use CEO awards to identify… (more)

Subjects/Keywords: Finance; corporate finance; award-winning CEOs; outside directors

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Gogolin, F. (2017). Award-winning CEOs as outside directors. (Thesis). Dublin City University. Retrieved from http://doras.dcu.ie/22082/

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Gogolin, Fabian. “Award-winning CEOs as outside directors.” 2017. Thesis, Dublin City University. Accessed June 25, 2019. http://doras.dcu.ie/22082/.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Gogolin, Fabian. “Award-winning CEOs as outside directors.” 2017. Web. 25 Jun 2019.

Vancouver:

Gogolin F. Award-winning CEOs as outside directors. [Internet] [Thesis]. Dublin City University; 2017. [cited 2019 Jun 25]. Available from: http://doras.dcu.ie/22082/.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Gogolin F. Award-winning CEOs as outside directors. [Thesis]. Dublin City University; 2017. Available from: http://doras.dcu.ie/22082/

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Dublin City University

3. Kearney, Fearghal J. Cross asset class applications of functional data analysis: evaluation with controls for data snooping bias.

Degree: DCU Business School, 2015, Dublin City University

 This thesis applies functional data analysis techniques to address a number of specific research questions in financial markets. Data snooping bias controls are adopted in… (more)

Subjects/Keywords: Finance; Financial Markets

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Kearney, F. J. (2015). Cross asset class applications of functional data analysis: evaluation with controls for data snooping bias. (Thesis). Dublin City University. Retrieved from http://doras.dcu.ie/20718/

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Kearney, Fearghal J. “Cross asset class applications of functional data analysis: evaluation with controls for data snooping bias.” 2015. Thesis, Dublin City University. Accessed June 25, 2019. http://doras.dcu.ie/20718/.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Kearney, Fearghal J. “Cross asset class applications of functional data analysis: evaluation with controls for data snooping bias.” 2015. Web. 25 Jun 2019.

Vancouver:

Kearney FJ. Cross asset class applications of functional data analysis: evaluation with controls for data snooping bias. [Internet] [Thesis]. Dublin City University; 2015. [cited 2019 Jun 25]. Available from: http://doras.dcu.ie/20718/.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Kearney FJ. Cross asset class applications of functional data analysis: evaluation with controls for data snooping bias. [Thesis]. Dublin City University; 2015. Available from: http://doras.dcu.ie/20718/

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

4. Deeney, Peter. Sentiment effects in professionally traded markets: evidence from oil and emissions futures.

Degree: DCU Business School, 2017, Dublin City University

 This thesis shows that sentiment has influence in professionally traded oil and emissions markets. The sentiment index of Baker and Wurgler (2006) is adapted for… (more)

Subjects/Keywords: Finance

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Deeney, P. (2017). Sentiment effects in professionally traded markets: evidence from oil and emissions futures. (Thesis). Dublin City University. Retrieved from http://doras.dcu.ie/21983/

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Deeney, Peter. “Sentiment effects in professionally traded markets: evidence from oil and emissions futures.” 2017. Thesis, Dublin City University. Accessed June 25, 2019. http://doras.dcu.ie/21983/.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Deeney, Peter. “Sentiment effects in professionally traded markets: evidence from oil and emissions futures.” 2017. Web. 25 Jun 2019.

Vancouver:

Deeney P. Sentiment effects in professionally traded markets: evidence from oil and emissions futures. [Internet] [Thesis]. Dublin City University; 2017. [cited 2019 Jun 25]. Available from: http://doras.dcu.ie/21983/.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Deeney P. Sentiment effects in professionally traded markets: evidence from oil and emissions futures. [Thesis]. Dublin City University; 2017. Available from: http://doras.dcu.ie/21983/

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

.