Market linkages, variance spillovers, and correlation stability: empirical evidence of financial contagion (Q2445700): Difference between revisions

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+https://doi.org/10.1016/j.csda.2009.03.018
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+W1999554386
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@@ Property / cites work @@
+Multivariate Markov switching dynamic conditional correlation GARCH representations for contagion analysis
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+Empirical modelling of contagion: a review of methodologies
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+Volatility spillovers, interdependence and comovements: a Markov switching approach
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+Regime switching for dynamic correlations
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+Econometric issues in the analysis of contagion
@@ Property / cites work: Econometric issues in the analysis of contagion / rank @@
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+Practical Solutions of the Behrens-Fisher Problem
@@ Property / cites work: Practical Solutions of the Behrens-Fisher Problem / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:2445700