Research ideas: Difference between revisions
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* Come up with a model for the behavior of the RMB | * Come up with a model for the behavior of the RMB | ||
** In particular use Rebanto's method of normal composition to decompose RMB | |||
* Combine the above to have a model for PRC interest rate swaps | * Combine the above to have a model for PRC interest rate swaps | ||
* Look for systematic changes in autocoorelation in Shanghai markets over time | * Look for systematic changes in autocoorelation in Shanghai markets over time | ||
** The important thing is to look for an autocoorelation in the first phase of Shanghai/Shenzhen markets that aren't in the current set of market data | |||
* Look for systematic changes in covariance between A/B/H/G shares over time | * Look for systematic changes in covariance between A/B/H/G shares over time | ||
* Research universities in the lower Yangtze valley in the 19th century | * Research universities in the lower Yangtze valley in the 19th century | ||
Revision as of 19:13, 27 October 2006
Some research ideas.....
- Extend methodology to look at other indicators of corruption in PRC investments
- Come up with a stochastic model for PRC interest rates
- Come up with a model for the behavior of the RMB
- In particular use Rebanto's method of normal composition to decompose RMB
- Combine the above to have a model for PRC interest rate swaps
- Look for systematic changes in autocoorelation in Shanghai markets over time
- The important thing is to look for an autocoorelation in the first phase of Shanghai/Shenzhen markets that aren't in the current set of market data
- Look for systematic changes in covariance between A/B/H/G shares over time
- Research universities in the lower Yangtze valley in the 19th century