Pages that link to "Item:Q5392718"
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The following pages link to A New Class of Tests of Contagion With Applications (Q5392718):
Displaying 17 items.
- A model-free test for contagion between crude oil and stock markets (Q500512) (← links)
- Econometric issues in the analysis of contagion (Q1017035) (← links)
- A wavelet based approach to measure and manage contagion at different time scales (Q1618627) (← links)
- A wavelet-based approach to test for financial market contagion (Q1927129) (← links)
- Conditional specification of statistical models: classical models, new developments and challenges (Q2062760) (← links)
- Asymptotics of multivariate conditional risk measures for Gaussian risks (Q2415978) (← links)
- Contagion and global financial crises: lessons from nine crisis episodes (Q2416080) (← links)
- A regime switching skew-normal model of contagion (Q2697018) (← links)
- A nonlinear model of asset returns with multiple shocks (Q2697021) (← links)
- Unveiling investor-induced channels of financial contagion in the 2008 financial crisis using copulas (Q5001158) (← links)
- Characterizing financial crises using high-frequency data (Q5079366) (← links)
- Joint tests of contagion with applications (Q5234306) (← links)
- Modelling nonlinearities in equity returns: the mean impact curve analysis (Q5404070) (← links)
- A Hypothesis Test for the End of a Common Source Outbreak (Q5473207) (← links)
- Extremal dependence tests for contagion (Q5862490) (← links)
- Co-movements, option pricing and risk management: an application to WTI versus Brent spread options (Q6549622) (← links)
- A contagion test with unspecified heteroscedastic errors (Q6558558) (← links)
