Measuring the subprime crisis contagion: evidence of change point analysis of copula functions (Q1926916)
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scientific article; zbMATH DE number 6119490
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Measuring the subprime crisis contagion: evidence of change point analysis of copula functions |
scientific article; zbMATH DE number 6119490 |
Statements
Measuring the subprime crisis contagion: evidence of change point analysis of copula functions (English)
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29 December 2012
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financial contagion
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Archimedean copula functions
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tail dependence
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change point tests
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credit crunch
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risk management
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