dc.contributor.authorZheng, Huanhuan
dc.date.accessioned2011-07-08T02:48:55Z
dc.date.accessioned2017-07-23T08:41:49Z
dc.date.available2011-07-08T02:48:55Z
dc.date.available2017-07-23T08:41:49Z
dc.date.copyright2011en_US
dc.date.issued2011
dc.identifier.citationZheng, H. (2011). Essays in financial crises. Doctoral thesis, Nanyang Technological University, Singapore.
dc.identifier.urihttp://hdl.handle.net/10356/46229
dc.description.abstractThis 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 crises of different patterns which are distinguished by their durations and accumulative depth and in reproducing a wide range of stylized facts that are common across financial markets. Such good performance is ascribed to the innovative modeling of investors' beliefs. Specifically, investors' beliefs are regime-dependent, they are updated according to various psychological trading regimes enclosed by different support and resistance prices.en_US
dc.format.extent121 p.en_US
dc.language.isoenen_US
dc.subjectDRNTU::Social sciences::Economic theory::Macroeconomicsen_US
dc.titleEssays in financial crisesen_US
dc.typeThesis
dc.contributor.schoolSchool of Humanities and Social Sciencesen_US
dc.contributor.supervisorHuang Weihongen_US
dc.description.degreeDOCTOR OF PHILOSOPHY (HSS)en_US
dc.identifier.doihttps://doi.org/10.32657/10356/46229


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