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Extremal dependence tests for contagion
Fry-McKibbin, Renée
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Hsiao, Cody Yu-Ling
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2015
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Persistent link: https://www.econbiz.de/10011758209
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Extremal dependence and contagion
Fry-McKibbin, Renée
;
Hsiao, Cody Yu-ling
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2014
Persistent link: https://www.econbiz.de/10010349461
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