Essays in financial crises

This thesis explores the power of deterministic dynamic model in capturing the qualitative attributes of financial crises and statistical features of the financial time series. It is shown that, even without any random processes/variables, the deterministic dynamic model performs well in generating...

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Bibliographic Details
Main Author: Zheng, Huanhuan
Other Authors: Huang Weihong
Format: Theses and Dissertations
Language:English
Published: 2011
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Institution: Nanyang Technological University
Language: English