Spatial contagion between financial markets: a copula-based approach
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Publication:3103168
DOI10.1002/asmb.799zbMath1226.91085OpenAlexW4250819978MaRDI QIDQ3103168
Fabrizio Durante, Piotr Jaworski
Publication date: 26 November 2011
Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/asmb.799
Statistical methods; risk measures (91G70) Measures of association (correlation, canonical correlation, etc.) (62H20)
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