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Latest revision as of 13:44, 20 July 2024

scientific article; zbMATH DE number 7110429
Language Label Description Also known as
English
Joint tests of contagion with applications
scientific article; zbMATH DE number 7110429

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    Joint tests of contagion with applications (English)
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    26 September 2019
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    coskewness
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    cokurtosis
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    covolatility
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    Lagrange multiplier tests
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    european financial crisis
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    equity markets
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