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"Measuring the subprime crisis contagion: Evidence of change point analysis ..."

Wuyi Ye, Xiaoquan Liu, Baiqi Miao (2012)

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DOI: 10.1016/J.EJOR.2012.04.004

access: closed

type: Journal Article

metadata version: 2020-02-21

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Wuyi Ye, Xiaoquan Liu, Baiqi Miao:
Measuring the subprime crisis contagion: Evidence of change point analysis of copula functions. Eur. J. Oper. Res. 222(1): 96-103 (2012)

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