DocumentCode
10469
Title
Contagion in Financial Markets: Two Statistical Approaches
Author
David A. Dickey استاد مشاور , Peter Bloomfield استاد راهنما , Alastair R. Hall استاد مشاور , Jason A. Osborne استاد مشاور
University
Raleigh North carolina state university
Grade
نامعلوم
Major
PhD )Statistics(
Number of pages
0
Publish Date
2004
Keyword
Factor GARCH , one-factor model multivariate GARCH , Contagion
Note
01
Language
انگليسي
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