Demiris, Nikolaos; Kypraios, Theodore; Smith, L. Vanessa - In: Journal of the Royal Statistical Society Series A 177 (2014) 3, pp. 697-723
type="main" xml:id="rssa12044-abs-0001" <title type="main">Summary</title> <p>The paper proposes a framework for modelling financial contagion that is based on susceptible–infected–recovered transmission models from epidemic theory. This class of models addresses two important features of contagion modelling, which are a...</p>