Grant: Standard Research Grants
Wilfrid Laurier University
$9,315.00
Extreme events in financial markets
EF 2006-07
Programme
Standard Research Grants
Bénéficiaire
Emplacement
Ontario, Canada
Type de bénéficiaire
Academia
Type
Grant
Source
SSHRC's Expenditures File
Tel que publié
Cle
6121
Name nom
Chan, Wing H.
Role
Applicant
Award amount
9315.00
Fiscal year exercice financier
2006
Institution
Wilfrid Laurier University
Établissement
Wilfrid Laurier University
Province id
ON
Province en
Ontario
Province fr
Ontario
Competition year
2004
Title
Extreme events in financial markets
Keywords
volatility forecasts; portfolio diversification; value at risk; market crashes; ARCH/GARCH; stochastic volatilities and jumps
Program name en
Standard Research Grants
Program name fr
Subventions ordinaires de recherche
Discipline en
Mathematical and Quantitative Methods
Discipline fr
Méthodes mathématiques et quantitatives
Main discipline en
Economics
Main discipline fr
Sciences économiques
Area of research en
Financial and Monetary Systems
Area of research fr
Systèmes financiers et monétaires
