A New Class of Tests of Contagion With Applications (Q5392718)
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scientific article; zbMATH DE number 5877728
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A New Class of Tests of Contagion With Applications |
scientific article; zbMATH DE number 5877728 |
Statements
A New Class of Tests of Contagion With Applications (English)
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13 April 2011
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co-skewness
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exchange options
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Hong Kong crisis
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Lagrange multiplier tests
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subprime mortgage crisis
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