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accessRights:"restricted"
~accessRights:"free"
~isPartOf:"Economic modelling"
~isPartOf:"Energy economics"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Changqing, Luo"
~source:"econis"
~subject:"ARCH model"
~subject:"Estimation theory"
~subject:"Markov chain Monte Carlo"
~type_genre:"Aufsatz in Zeitschrift"
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Measuring financial market risk contagion using dynamic MRS-Copula models : the case of Chinese and other international stock markets
Changqing, Luo
;
Chi, Xie
;
Cong, Yu
;
Yan, Xu
- In:
Economic modelling
51
(
2015
),
pp. 657-671
Persistent link: https://www.econbiz.de/10011476241
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