Contagion determination via copula and volatility threshold...

Quantitative Finance 2012 / 02 Vol. 12; Iss. 2

Contagion determination via copula and volatility threshold models

Arakelian, Veni, Dellaportas, Petros
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Volume:
12
Language:
english
Journal:
Quantitative Finance
DOI:
10.1080/14697680903410023
Date:
February, 2012
File:
PDF, 837 KB
english, 2012
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