Essays in interactional dynamics of financial markets

This thesis applies the deterministic dynamic model to investigate the interactions among markets given the background of financial globalization and market integration. By establishing market linkage, it not only proves theoretically, but also replicates numerically the existence of cross-correla...

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Bibliographic Details
Main Author: Chen, Zhenxi
Other Authors: Huang Weihong
Format: Thesis
Language:English
Published: 2014
Subjects:
Online Access:https://hdl.handle.net/10356/61776