Modelling Financial Contagion Using High Frequency Data
Year of publication: |
2020
|
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Authors: | Yao, Wenying |
Other Persons: | Dungey, Mardi H. (contributor) ; Alexeev, Vitali (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Finanzmarkt | Financial market | Ansteckungseffekt | Contagion effect | Volatilität | Volatility | Finanzkrise | Financial crisis |
Extent: | 1 Online-Ressource (36 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Yao W, Dungey M, Alexeev V, Modelling Financial Contagion Using High Frequency Data, Economic Record, 2020 Forthcoming Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 11, 2020 erstellt |
Classification: | C10 - Econometric and Statistical Methods: General. General ; c58 ; G01 - Financial Crises |
Source: | ECONIS - Online Catalogue of the ZBW |
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