Predicting contagion from the US financial crisis to international stock markets using dynamic copula with google trends
© 2019 by the authors. The accuracy of contagion prediction has been one of the most widely investigated and challenging problems in economic research. Much effort has been devoted to investigating the key determinant of contagion and enhancing more powerful prediction models. In this study, we aim...
Saved in:
| Main Authors: | , |
|---|---|
| 格式: | 雜誌 |
| 出版: |
2020
|
| 主題: | |
| 在線閱讀: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85075367016&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/67897 |
| 標簽: |
添加標簽
沒有標簽, 成為第一個標記此記錄!
|
| 機構: | Chiang Mai University |
成為第一個發表評論!