Measuring the subprime crisis contagion: evidence of change point analysis of copula functions (Q1926916): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 16:08, 1 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Measuring the subprime crisis contagion: evidence of change point analysis of copula functions |
scientific article |
Statements
Measuring the subprime crisis contagion: evidence of change point analysis of copula functions (English)
0 references
29 December 2012
0 references
financial contagion
0 references
Archimedean copula functions
0 references
tail dependence
0 references
change point tests
0 references
credit crunch
0 references
risk management
0 references