Assessing stock market dependence and contagion (Q5245917)
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scientific article; zbMATH DE number 6426107
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Assessing stock market dependence and contagion |
scientific article; zbMATH DE number 6426107 |
Statements
Assessing stock market dependence and contagion (English)
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16 April 2015
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copula
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pair-copula
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time-varying parameters
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