• Econometric methods for improved measures of financial risk 

    Kim, Moohwan (University of Missouri--Columbia, 2011)
    Faced with the current financial crisis, several US and foreign banks and investment firms have failed due to excessive losses. The Value-at-Risk (VaR) was a widely-used risk model that was problematic. We evaluate competing ...
  • Empirical inference for online auctions 

    Wang, Guojie (University of Missouri--Columbia, 2011)
    This dissertation consists of three essays. The first essay adopts the survival analysis to empirically analyze a new auction format, pay-per-bid auction, in which a fee occurs to the bidder when a new bid is submitted. ...