A contagion test with unspecified heteroscedastic errors
Ernest Aboagye, Stanley Iat-Meng Ko, Chia Chun Lo, Cody Yu-Ling Hsiao, Liang Peng
| Year of publication: |
2024
|
|---|---|
| Authors: | Aboagye, Ernest ; Ko, Stanley Iat-Meng ; Lo, Chia Chun ; Hsiao, Cody Yu-Ling ; Peng, Liang |
| Published in: |
Journal of economic dynamics & control. - Amsterdam : North-Holland Publ. Co., ISSN 0165-1889, ZDB-ID 1460621-5. - Vol. 159.2024, Art.-No. 104804, p. 1-20
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| Subject: | Contagion test | Heteroscedasticity | Variance estimation | Schätztheorie | Estimation theory | Heteroskedastizität | Ansteckungseffekt | Contagion effect | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jedc.2023.104804 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014532445