When is Contagion Spread in Asia? Markers for Structural Change
作者： Amit Mittal , Ajay Kumar Garg
DOI: 10.2139/SSRN.3020148
关键词:
摘要: … semi parametric joint distributions implied by GARCH MIDAS / DCC MIDAS constructions to measure time varying parameters as well as Vine Copula based joint distribution functions. …
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