Spatial contagion between financial markets: a copula-based approach (Q3103168)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Spatial contagion between financial markets: a copula-based approach |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Spatial contagion between financial markets: a copula-based approach |
scientific article |
Statements
Spatial contagion between financial markets: a copula-based approach (English)
0 references
26 November 2011
0 references
bootstrapping
0 references
copula
0 references
financial contagion
0 references
Spearman's correlation
0 references
tail dependence
0 references
