Spatial contagion between financial markets: a copula-based approach (Q3103168)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Spatial contagion between financial markets: a copula-based approach |
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Spatial contagion between financial markets: a copula-based approach (English)
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26 November 2011
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bootstrapping
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copula
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financial contagion
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Spearman's correlation
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tail dependence
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