Testing for asset market linkages : a new approach based on time-varying copulas
Hans Manner; Bertrand Candelon
| Year of publication: |
2010
|
|---|---|
| Authors: | Manner, Hans ; Candelon, Bertrand |
| Published in: |
Pacific economic review. - Richmond, Victoria : Wiley Publishing Asia, ISSN 1361-374X, ZDB-ID 1386453-1. - Vol. 15.2010, 3, p. 364-384
|
| Subject: | Finanzkrise | Financial crisis | Ansteckungseffekt | Contagion effect | Multivariate Verteilung | Multivariate distribution | Statistischer Test | Statistical test | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory | Asien | Asia | 1996-1998 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008696382