Maximum likelihood selection of copulas in explaining stock market contagion
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| Main Author: | |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2012
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/lkcsb_research/5116 |
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| Institution: | Singapore Management University |
| Language: | English |