Spatial contagion between financial markets: a copula-based approach (Q3103168): Difference between revisions

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Latest revision as of 17:18, 4 July 2024

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Spatial contagion between financial markets: a copula-based approach
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    Spatial contagion between financial markets: a copula-based approach (English)
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    26 November 2011
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    bootstrapping
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    copula
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    financial contagion
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    Spearman's correlation
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    tail dependence
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