83 Tat Chee Avenue
City University of Hong Kong (CityUHK) - Department of Economics & Finance
Credit risk, emerging market, corporate debts
stock indices, Brazil, Argentina, fractal structure, Hurst coefficient, long term dependence, stock market spread, volatility
Radial Basis Function, Credit Barrier Model, Credit Risk
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File name: jors.
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Liquidity, Money, Dealer, Bond, Equity
Repo, CBLO, ZCYC, drift
Systemic risk, contagious bank failures, business intelligence, financial asset portfolios, simulation
Credit rating, credit model validation
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