Spatial contagion between financial markets: new evidence of asymmetric measures (Q2151669): Difference between revisions

@@ Property / DOI @@
-.1007/s10479-021-04223-9
@@ Property / DOI: 10.1007/s10479-021-04223-9 / rank @@
-Normal rank
@@ Property / author @@
-Jean Michel Sahut
@@ Property / author: Jean Michel Sahut / rank @@
-Normal rank
@@ Property / author @@
+Jean Michel Sahut
@@ Property / author: Jean Michel Sahut / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s10479-021-04223-9
+Normal rank
@@ Property / OpenAlex ID @@
+W3198420999
@@ Property / OpenAlex ID: W3198420999 / rank @@
+Normal rank
@@ Property / cites work @@
+Critical values for multiple structural change tests
+Normal rank
@@ Property / cites work @@
+GLS-BASED UNIT ROOT TESTS WITH MULTIPLE STRUCTURAL BREAKS UNDER BOTH THE NULL AND THE ALTERNATIVE HYPOTHESES
+Normal rank
@@ Property / cites work @@
+Strengthening links between data analysis and soft computing. Collected papers based on the presentations at the 7th international conference on soft methods in probability and statistics, SMPS 2014, Warsaw, Poland, September 22--24, 2014
+Normal rank
@@ Property / cites work @@
+Assessing dependence between financial market indexes using conditional time-varying copulas: applications to Value at Risk (VaR)
+Normal rank
@@ Property / cites work @@
+The impact of network inhomogeneities on contagion and system stability
+Normal rank
@@ Property / cites work @@
+The contagion channels of July--August-2011 stock market crash: a DAG-copula based approach
+Normal rank
@@ Property / cites work @@
+Interdependencies between CDS spreads in the European union: is Greece the black sheep or black swan?
+Normal rank
@@ Property / cites work @@
+A review of copula models for economic time series
+Normal rank
@@ Property / cites work @@
+Dynamic integration and network structure of the EMU sovereign bond markets
+Normal rank
@@ Property / cites work @@
+Q3281461
@@ Property / cites work: Q3281461 / rank @@
+Normal rank
@@ Property / DOI @@
+.1007/S10479-021-04223-9
@@ Property / DOI: 10.1007/S10479-021-04223-9 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2151669