Global ETD Search
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Showing 1 to 2 of 2 for “"Speculative Prices"”.
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On modeling the volatility in speculative prices
… as well as the relationship between the stock prices in mainland China and Hong Kong. Following the PR methodology, the information gained in Mis-Specification(M-S) testing leads to respecification strategies from the original Normal-(V)AR models to the St-(V)AR models. The results from formal …
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Volatility Modeling and Risk Measurement using Statistical Models based on the Multivariate Student's t Distribution
An effective risk management program requires reliable risk measurement. Failure to assess inherited risks in mortgage-backed securities in the U.S. market contributed to the financial crisis of 2007–2008, which has prompted government regulators to pay greater attention to controlling risk in …