Using the autoregressive conditional duration model to analyse the process of default contagion
Year of publication: |
2012
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Authors: | Chou, Heng-Chih |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 10779735. - Vol. 22.2012, 13 (1.7.), p. 1111-1121
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