Detecting contagion with correlation : volatility and timing matter
Mardi Dungey; Abdullah Yalama
| Year of publication: |
2009
|
|---|---|
| Authors: | Dungey, Mardi H. ; Yalama, Abdullah |
| Publisher: |
Canberra : Centre for Applied Macroeconomic Analysis, the Australian National Univ. |
| Subject: | Zeitreihenanalyse | Time series analysis | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Theorie | Theory |
| Extent: | Online-Ressource (8 S., 140.66 Kb) |
|---|---|
| Series: | CAMA working paper series. - Canberra : [Verlag nicht ermittelbar], ZDB-ID 2468679-7. - Vol. 2009,23 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003882203