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A vulnerability index for predicting extreme market events in Hong Kong
Wai Keung LI
,
Leung Ho Philip YU
, K. S. Maurice TSE
Department of Mathematics and Information Technology (MIT)
Research output
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peer-review
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Keyphrases
Copyright
33%
Dynamical Systems
66%
Economic Indicators
33%
Economic Study
33%
Explanatory Variables
33%
Extreme Market
100%
Financial Indicators
33%
Financial Markets
33%
Financial Sector
33%
Forward Rate
33%
Health Measures
33%
Hong Kong
100%
Indicator Function
33%
International Economics
33%
Local Maxima
33%
Lyapunov Exponent
66%
Market Events
100%
Maximum Lyapunov Exponent
66%
Nonlinearity
33%
Popular
33%
Probit Regression
33%
Rate of Spread
33%
Sensitivity to Initial Conditions
33%
Vulnerability
33%
Vulnerability Index
100%
Vulnerability Indicators
33%
Yield Spread
33%
Economics, Econometrics and Finance
Financial Market
100%
International Economics
100%
Nonlinearities
100%
Yield Curve
100%
Computer Science
Dynamical System
50%
Explanatory Variable
25%
Financial Sector
25%
Indicator Function
25%
Initial Condition
25%
Lyapunov Exponent
100%
Vulnerability Indicator
25%