Now showing items 1-2 of 2

  • A critical analysis of risk and volatility modeling in the financial markets 

    Moloney, Catherine (Kitty) (2011-12-20)
    In light of the recent financial crisis, the limitations of current risk estimation techniques have become apparent. The purpose of this thesis is to see if nonlinear tools and techniques can facilitate our understanding ...
  • An investigation into the dynamics of financial catastrophe 

    Raghavendra, Srinavas (Economics Working Paper, 2012)
    The paper captures the dynamics of interaction between the real and the nancial sector in a model of endogenous credit that exhibits multiple steady states and generates phase transitions with catastrophic abrupt- ness. ...