Measuring the subprime crisis contagion: evidence of change point analysis of copula functions (Q1926916)

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Measuring the subprime crisis contagion: evidence of change point analysis of copula functions
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    Measuring the subprime crisis contagion: evidence of change point analysis of copula functions (English)
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    29 December 2012
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    financial contagion
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    Archimedean copula functions
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    tail dependence
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    change point tests
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    credit crunch
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    risk management
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