Measuring the subprime crisis contagion: Evidence of change point analysis of copula functions
| Year of publication: |
2012
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|---|---|
| Authors: | Ye, Wuyi ; Liu, Xiaoquan ; Miao, Baiqi |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 2430034. - Vol. 222.2012, 1 (1.10.), p. 96-104
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