Nonlinear shift contagion modeling: Further evidence from high frequency stock data
Références
- Titre
- Nonlinear shift contagion modeling: Further evidence from high frequency stock data
- Type de publication
- Book Chapter
- Année de publication
- 2011
- Auteurs
- Arouri, M.H., F. Jawadi, W. Louhichi, and D. K. Nguyen
- Editor
- Gregoriou, G.N., and R. Pascalau
- Book Title
- Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration
- Pagination
- 143-160
- Éditeur
- Palgrav Macmillan
Soumis le 16 mai 2019