Three essays in semi-parametric modelling of time-varying distribution

During the last century we have been frustrated by the number of economic crises which trigger extreme uncertainty in the global economic system. Economic agents are sensitive to the uncertainty of inflations, as well as to asset values, for survival in such circumstances. Hence, modern finance and...

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Bibliographic Details
Main Author: Kim, Minjoo
Other Authors: Shin, Y. ; Cai, C. X.
Published: University of Leeds 2011
Subjects:
Online Access:http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.541401