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

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+https://doi.org/10.1002/asmb.799
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+Empirical modelling of contagion: a review of methodologies
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+Herd Behavior and Contagion in Financial Markets
@@ Property / cites work: Herd Behavior and Contagion in Financial Markets / rank @@
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+A Primer on Copulas for Count Data
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+Copula convergence theorems for tail events.
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+Tail dependence from a distributional point of view
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+Limiting dependence structures for tail events, with applications to credit derivatives
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+Lower tail dependence for Archimedean copulas: characterizations and pitfalls
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+Threshold copulas and positive dependence
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+Rectangular Patchwork for Bivariate Copulas and Tail Dependence
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+Goodness-of-fit tests for copulas: A review and a power study
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+Multivariate measures of concordance
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+Multivariate extensions of Spearman's rho and related statistics
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+Publication:3103168