The following pages link to (Q4624757):
Displaying 3 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)
- Application of variable structure pair copula model in the analysis of financial contagion (Q3180929) (← links)