Testing and dating financial contagion : a new approach /

Testing and dating financial contagion : a new approach /

Saved in:

Bibliographic Details
Main Author:	Chiou, Shang Chan
Format:	Thesis Book
Language:	English
Published:	Illinois : The University of Chicago, 2007
Subjects:	University of Chicago > Dissertations Financial crises > Mathematical models Markov processes Stochastic processes Dissertations, Academic > Illinois
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Financial contagion, price discovery process and hedging effectiveness in the futures markets : evidence from wavelet analyses /
by: Ahmad Danial Zainudin

Nonlinear impacts of the Asian financial crisis on income distribution in Indonesia : a financial computable general equilibrium approach /
by: Mansury, Yuri Surtadi
Published: (2002)

Financial contagion in selected OIC countries-meta-analysis and new evidence /
by: Hengchao, Zhang
Published: (2020)

Bilateral J-curve between Thailand and its trading partners /
by: Tatchawan Kanitpong
Published: (2001)

Hidden markov model for decision making among heterogeneous systems in intelligent building
by: Abba, Babakura
Published: (2014)

The Thai financial crisis and the role of the International Monetary Fund allowing for the effect of income on capital flows /
by: Sudatip Pruettiangkura
Published: (2004)

Interaction of stationary stochastic point processes with applications to neuron firing models /
by: Pooi, A. H.
Published: (1974)

Interaction of stationary stochastic point processes with applications to neuron firing models /
by: Goh, Seng
Published: (1985)

Coalitions and crises : authoritarianism, adjustment, and transitions in emerging markets /
by: Pepinsky, Thomas Blake
Published: (2007)

A Markov switching approach to the study of the Indonesian and Korean currency crises of 1997--1998 /
by: Waruttama, Waramon
Published: (2001)

Contagion and convalescene : capital liberalization, capital controls, and the East Asian financial crisis case study : Thailand & Malaysia /
by: Blendick, Jeffrey D.
Published: (2007)

Modelling financial stress in Malaysia /
by: Ng, Chen Sang
Published: (2012)

Queue size and waiting time distributions in a one-server queue /
by: Tan, Yi Fei
Published: (2002)

Simulation of random processes using Karhunen-Loeve expansion /
by: Huang, Shuping
Published: (2001)

Some problems relating to semi-Markov theory /
by: Ee, Soo Mei
Published: (1971)

Some problems related to q-bounded Markov chains /
by: Yong, Pai-liang
Published: (1973)

Estimating the rate of convergence of Markov chains /
by: Gooi, Kee Mein
Published: (1991)

Transformer asset management based on Markov Prediction Model utilizing health index
by: Yahaya, Muhammad Sharil
Published: (2019)

Gender identification of children using hidden markov model based on mel-frequency cepstral coefficient /
by: Adira Ibrahim
Published: (2013)

Age identification of children using Hidden Markov Model based on mel-frequency cepstral coefficient /
by: Sharifah Nur Ilani Syed Sheikh
Published: (2013)

Modified ant colony optimization algorithms for deterministic and stochastic inventory routing problems /
by: Wong, Lily
Published: (2018)

Rail ticketing dialogue using HMM-based speech recognition /
by: Tan, Fung Ling
Published: (2010)

Stochastic geometry-based analysis of relay-assisted spectrum sharing future generation wireless networks
by: Ahmed, Amodu Oluwatosin
Published: (2020)

Effects of country debt risk and determinant indicators on volatility contagion in six selected Asian countries
by: Lee, See Nie
Published: (2016)

Development of a stochastic rainfall generator and its uncertainty quantification for the Kelantan River Basin, Malaysia
by: Ng, Jing Lin
Published: (2017)

Design studies of a class of stochastic self-tuning controllers /
by: Leong, Kwong Yong
Published: (1983)

Dynamics of low dimensional orthogonality preserving cubic stochastic operators /
by: Azizi bin Rosli
Published: (2019)

Malaysia development experiences after the Asian financial crisis : strategies and challenges /
by: Aidil Rizal Shahrin
Published: (2006)

Development of hybrid land use change model for compact city assessment
by: Abdullahi, Saleh
Published: (2016)

Crowd movement prediction in internet of things (IOT) environment /
by: Kee, Pei Wuen
Published: (2015)

New methods for mode jumping in Markov chain Monte Carlo algorithms /
by: Adriana Irawati Nur Ibrahim
Published: (2009)

Applications of hidden markov model and support vector machine for state estimation /
by: Aziz, Md. Fayeem
Published: (2014)

The implications of the financial crisis for Malaysian economy /
by: Amir Raslan Abu Bakar
Published: (2002)

A hybrid approach of hidden Markov model and fuzzy logic for isolated handwritten characters recognition
by: Suliman, Azizah
Published: (2011)

Design and development of a closed-loop supply chain using fuzzy stochastic approach /
by: Pedram, Ali
Published: (2022)

On some optimization problems in Markov and nonnegative matrix models /
by: Liew, Pek Wai
Published: (1996)

Multi depot dynamic vehicle routing problem with stochastic road capacity for emergency medical supply delivery in humanitarian logistics
by: Anuar, Wadi Khalid
Published: (2022)

Randomized response techniques in sample survey /
by: Moy, Tow Yoon
Published: (1989)

Incorporation of stochasticity in the operation of water resources systems /
by: Le Bat
Published: (1981)

Daily operation of Bukit Merah reservoir with stochastic dynamic programming under climate change impact
by: Fadhil, Rasha Mohammadsime
Published: (2018)

Services hosted by the Perpustakaan Sultan Abdul Samad, Universiti Putra Malaysia with Cooperation MySyL Group