Empirical modelling of contagion: a review of methodologies
Top Cited Papers
- 1 February 2005
- journal article
- review article
- Published by Informa UK Limited in Quantitative Finance
- Vol. 5 (1), 9-24
- https://doi.org/10.1080/14697680500142045
Abstract
(2005). Empirical modelling of contagion: a review of methodologies. Quantitative Finance: Vol. 5, No. 1, pp. 9-24.Keywords
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