Empirical modelling of contagion: a review of methodologies
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Publication:5697332
DOI10.1080/14697680500142045zbMath1118.62363OpenAlexW2171728272WikidataQ110446016 ScholiaQ110446016MaRDI QIDQ5697332
Brenda González-Hermosillo, Vance L. Martin, Renée Fry, Mardi Dungey
Publication date: 17 October 2005
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: http://www.dspace.cam.ac.uk/handle/1810/225208
Applications of statistics to actuarial sciences and financial mathematics (62P05) Measures of association (correlation, canonical correlation, etc.) (62H20)
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