Pages that link to "Item:Q5392718"
From MaRDI portal
The following pages link to A New Class of Tests of Contagion With Applications (Q5392718):
Displayed 6 items.
- Conditional specification of statistical models: classical models, new developments and challenges (Q2062760) (← links)
- Asymptotics of multivariate conditional risk measures for Gaussian risks (Q2415978) (← links)
- Contagion and global financial crises: lessons from nine crisis episodes (Q2416080) (← links)
- Unveiling investor-induced channels of financial contagion in the 2008 financial crisis using copulas (Q5001158) (← links)
- Joint tests of contagion with applications (Q5234306) (← links)
- Modelling nonlinearities in equity returns: the mean impact curve analysis (Q5404070) (← links)
