Title :
Contagion in Financial Markets: Two Statistical Approaches
Author :
David A. Dickey استاد مشاور , Peter Bloomfield استاد راهنما , Alastair R. Hall استاد مشاور , Jason A. Osborne استاد مشاور
University :
Raleigh North carolina state university
Keyword :
Factor GARCH , one-factor model multivariate GARCH , Contagion
