Pages that link to "Item:Q2950562"
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The following pages link to Choice of Copulas in Explaining Stock Market Contagion (Q2950562):
Displaying 6 items.
- The contagion channels of July--August-2011 stock market crash: a DAG-copula based approach (Q321012) (← links)
- Modelling co-movements and tail dependency in the international stock market via copulae (Q1959136) (← links)
- The joint distribution of stock returns is not elliptical (Q2892977) (← links)
- Spatial contagion between financial markets: a copula-based approach (Q3103168) (← links)
- Conditional Coskewness in Stock and Bond Markets: Time-Series Evidence (Q3117330) (← links)
- (Q4624757) (← links)