Change point detection for subprime crisis in American...

International Review of Economics & Finance 2015 / 07 Vol. 38

Change point detection for subprime crisis in American banking: From the perspective of risk dependence

Zhu, Xiaoqian, Xie, Yongjia, Li, Jianping, Wu, Dengsheng
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Volume:
38
Language:
english
Journal:
International Review of Economics & Finance
DOI:
10.1016/j.iref.2014.12.011
Date:
July, 2015
File:
PDF, 820 KB
english, 2015
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