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: | , |
|---|---|
| Format: | Journal |
| Published: |
2020
|
| Subjects: | |
| Online Access: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85075367016&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/67897 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | Chiang Mai University |
Be the first to leave a comment!