Detecting contagion with correlation : volatility and timing matter
Mardi Dungey and Abdullah Yalama
| Year of publication: |
2012
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|---|---|
| Authors: | Dungey, Mardi ; Yalama, Abdullah |
| Published in: |
International journal of applied business and economic research. - New Delhi : Serials Publ, ISSN 0972-7302, ZDB-ID 24604161. - Vol. 10.2012, 1, p. 85-95
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| Type of publication: | Article |
|---|---|
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10010058271