Spatial contagion between financial markets: a copula-based approach

By Fabrizio Durante, Piotr Jaworski. 2010

72 citations recorded by the source corpus.

Subfields: Electrical and Electronic Engineering, Safety, Risk, Reliability and Quality, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/fe69c6008cd1c86155488d5421887b268068c8a7