A New Class of Tests of Contagion With Applications (Q5392718)
From MaRDI portal
scientific article; zbMATH DE number 5877728
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A New Class of Tests of Contagion With Applications |
scientific article; zbMATH DE number 5877728 |
Statements
A New Class of Tests of Contagion With Applications (English)
0 references
13 April 2011
0 references
co-skewness
0 references
exchange options
0 references
Hong Kong crisis
0 references
Lagrange multiplier tests
0 references
subprime mortgage crisis
0 references
