Essays in financial crises

• Main Author: Zheng, Huanhuan
• Other Authors: Huang Weihong
• Format: Theses and Dissertations
• Language: English
• Published: 2011
• Subjects: DRNTU::Social sciences::Economic theory::Macroeconomics
• Institution: Nanyang Technological University

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...