Thesiss

In this thesis we present a numerical and analytical study of modelling extremes in chaotic dynamical systems. We study a range of examples with different dependency structures, and different clustering characteristics. We compare our analysis to the extreme statistics observed …

Researchers have identified inefficiencies in the Chinese stock market and recommended further empirical tests. The purpose of this quantitative study was to determine (a) the characteristics of assets returns in the Chinese market and (b) the impact of government’s stock market…