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~institution:"Banca d'Italia"
~subject:"Detrended cross-correlation analysis"
~subject:"correlation analysis"
~subject:"time series"
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Detrended cross-correlation analysis
correlation analysis
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Correlation
Analysis
of Financial Contagion: What One Should Know before Running a Test
Corsetti, Giancarlo
;
Pericoli, Marcello
;
Sbracia, Massimo
-
Banca d'Italia
-
2001
This paper presents a general test of contagion in financial markets based on bivariate
correlation
analysis
� a test …
Persistent link: https://www.econbiz.de/10005467302
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