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Spatial contagion between financial markets: a copula-based approach - MaRDI portal

Spatial contagion between financial markets: a copula-based approach (Q3103168)

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Spatial contagion between financial markets: a copula-based approach
scientific article

    Statements

    title
    Spatial contagion between financial markets: a copula-based approach (English)
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    author
    Fabrizio Durante
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    Piotr Jaworski
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    publication date
    26 November 2011
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    zbMATH Keywords
    bootstrapping
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    copula
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    financial contagion
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    Spearman's correlation
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    tail dependence
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    Identifiers

    DOI
    10.1002/asmb.799
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    zbMATH DE Number
    5981214
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    OpenAlex ID
    W4250819978
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