Did China avoid the ‘Asian flu’? The contagion effect test with dynamic correlation coefficients (Q5746778)
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scientific article; zbMATH DE number 6256487
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Did China avoid the ‘Asian flu’? The contagion effect test with dynamic correlation coefficients |
scientific article; zbMATH DE number 6256487 |
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Did China avoid the ‘Asian flu’? The contagion effect test with dynamic correlation coefficients (English)
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8 February 2014
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Asian financial crisis
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stock market
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contagion effect
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ICSS algorithm
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DCC-GARCH model
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