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: Queensland University of Technology
• 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
• 起止时间: 2012-01-01 至 2015-12-31
• 项目状态: 已结题
• 来源: https://dataportal.arc.gov.au/RGS/Web/Grants/DP120100837
• 关键词: Novel; econometric; techniques; dealing; point

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.

最近的全球金融危机凸显了投资金融资产的内在风险。该项目旨在开发新的统计方法，用于预测资产价格不稳定的开始。这项研究的结果将导致金融风险管理的改进。