Pages that link to "Item:Q5862490"
From MaRDI portal
The following pages link to Extremal dependence tests for contagion (Q5862490):
Displaying 5 items.
- A regime switching skew-normal model of contagion (Q2697018) (← links)
- A statistical procedure for testing financial contagion (Q5148591) (← links)
- Joint tests of contagion with applications (Q5234306) (← 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)