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PRINTED BOOKS
Author Wang, Jessie Xiaokang

Title Econometric modelling of financial contagion with applications / Jessie Xiaokang Wang

Published 2012

Copies

Location Call No. Status
 UniM Bund SpC/T  WANG 2012    NOT FOR LOAN
Physical description xv, 203 p., bound ; 30 cm.
Notes Typescript.
Thesis notes Thesis (Ph.D.)--University of Melbourne, Dept. of Economics, 2012
Bibliography Includes bibliographical references
Subject Hedging (Finance)
Copulas (Mathematical statistics)
Financial crises
Monte Carlo method
contagion