On spatial contagion and multivariate GARCH models (Q6570580)
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scientific article; zbMATH DE number 7879464
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| English | On spatial contagion and multivariate GARCH models |
scientific article; zbMATH DE number 7879464 |
Statements
On spatial contagion and multivariate GARCH models (English)
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10 July 2024
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financial contagion
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copula
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threshold copula
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conditional Spearman's correlation
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multivariate GARCH
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