Novel econometric techniques for dealing with point processes in high frequency financial data with applications to financial risk management
Novel econometric techniques for dealing with point processes in high frequency financial data with applications to financial risk management
用于处理高频金融数据中的点过程的新型计量经济学技术及其在金融风险管理中的应用
批准号：
DP120100837
负责人：
Prof Adam Clements
金额：
$7.16万
依托单位国家：
澳大利亚
项目类别：
Discovery Projects
财政年份：
2012
资助国家：
澳大利亚
项目状态：
已结题
起止时间：
2012-01-01 至 2015-12-31
中文摘要
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英文摘要
The recent global financial crisis highlighted the inherent risk involved in investing in financial assets. This project aims to develop novel statistical methods for forecasting the onset of instability in asset prices. The outcomes of this research will lead to improvements in the management of financial risk.
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