Market integration, systemic risk and diagnostic tests in large mixed panels (Q5861058): Difference between revisions

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Latest revision as of 04:50, 28 July 2024

scientific article; zbMATH DE number 7484576
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English
Market integration, systemic risk and diagnostic tests in large mixed panels
scientific article; zbMATH DE number 7484576

    Statements

    Market integration, systemic risk and diagnostic tests in large mixed panels (English)
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    4 March 2022
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    autoregressive (AR) approximation
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    cross-sectional dependence
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    diagnostic tests
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    CD and Schott tests
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    market integration
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    systemic risk
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    Identifiers

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