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~isPartOf:"Applied economics"
~person:"Boussada, Haifa"
~person:"Pereira, Pedro L. Valls"
~subject:"ARCH model"
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Ansteckungseffekt
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Contagion effect
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Boussada, Haifa
Pereira, Pedro L. Valls
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Analysis of contagion from the dynamic conditional correlation model with Markov Regime switching
Rotta, Pedro Nielsen
;
Pereira, Pedro L. Valls
- In:
Applied economics
48
(
2016
)
25/27
,
pp. 2367-2382
Persistent link: https://www.econbiz.de/10011590996
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2
Analysis of the volatility's dependency structure during the subprime crisis
Arruda, Bruno P.
;
Pereira, Pedro L. Valls
- In:
Applied economics
45
(
2013
)
34/36
,
pp. 5031-5045
Persistent link: https://www.econbiz.de/10010225760
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