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~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
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Endogenous crisis dating and contagion using smooth transition structural GARCH
Dungey, Mardi H.
;
Milunovich, George
;
Thorp, Susan
; …
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2012
Persistent link: https://www.econbiz.de/10009626036
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Financialization, crisis and commodity correlation dynamics
Silvennoinen, Annastiina
;
Thorp, Susan
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2010
Persistent link: https://www.econbiz.de/10008662204
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