Measuring the subprime crisis contagion : evidence of change point analysis of copula functions
Wuyi Ye; Xiaoquan Liu; Baiqi Miao
| Year of publication: |
2012
|
|---|---|
| Authors: | Ye, Wuyi ; Liu, Xiaoquan ; Miao, Baiqi |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 222.2012, 1 (1.10.), p. 96-103
|
| Subject: | Finanzkrise | Financial crisis | Multivariate Verteilung | Multivariate distribution | Subprime-Krise | Subprime financial crisis | Ansteckungseffekt | Contagion effect | Kreditrisiko | Credit risk |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009569564