MODELING FINANCIAL CONTAGION USING MUTUALLY EXCITING JUMPPROCESSES
Year of publication: |
2010-03-01
|
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Authors: | Aït-Sahalia, Yacine ; Cacho-Diaz, Julio ; J.A. Laeven, Roger |
Institutions: | National Bureau of Economic Research <Cambridge, Mass.> |
Subject: | Aktienmarkt | Weltmarkt | Likelihood-Funktion |
Extent: | 1142947.84 bytes 50 p. application/pdf |
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Series: | WORKING PAPER ; No. 15850 |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | C13 - Estimation ; C32 - Time-Series Models ; G01 - Financial Crises ; G15 - International Financial Markets ; Export marketing ; Individual Working Papers, Preprints ; No country specification |
Source: | USB Cologne (business full texts) |
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