Copula contagion index and its efficiency
| Year of publication: |
2012
|
|---|---|
| Authors: | Cheng, Ke ; Lu, Fengbin ; Yang, Xiaoguang |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 10779735. - Vol. 22.2012, 12 (1.6.), p. 989-1003
|