Pages that link to "Item:Q3180929"
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The following pages link to Application of variable structure pair copula model in the analysis of financial contagion (Q3180929):
Displaying 8 items.
- The contagion channels of July--August-2011 stock market crash: a DAG-copula based approach (Q321012) (← links)
- Measuring the subprime crisis contagion: evidence of change point analysis of copula functions (Q1926916) (← links)
- A study on regional financial risks based on \textit{CoCVaR} model (Q2039164) (← links)
- Choice of Copulas in Explaining Stock Market Contagion (Q2950562) (← links)
- Spatial contagion between financial markets: a copula-based approach (Q3103168) (← links)
- (Q4624757) (← links)
- (Q5143634) (← links)
- Financial Crisis, VaR Forecasts and the Performance of Time Varying EVT-Copulas (Q5171775) (← links)