Joint tests of contagion with applications (Q5234306)
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scientific article; zbMATH DE number 7110429
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Joint tests of contagion with applications |
scientific article; zbMATH DE number 7110429 |
Statements
Joint tests of contagion with applications (English)
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26 September 2019
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coskewness
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cokurtosis
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covolatility
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Lagrange multiplier tests
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european financial crisis
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equity markets
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