Publikationen
ZEW Discussion Papers
ZEW-Periodika
Schriftenreihen
ZEW-Gutachten und Forschungsberichte
(Externe) Forschungspublikationen

Tail dependence in a Multivariate Regular Variation framework: A Note on Financial Contagion from Russia to Latin America

Discussion und Working Paper // 2008
Weiterlesen
Discussion und Working Paper // 2008

Tail dependence in a Multivariate Regular Variation framework: A Note on Financial Contagion from Russia to Latin America

Zur Publikation

Farzanegan, Mohammad Reza, Rodrigo Herrera und Alexander Karmann (2008), Tail dependence in a Multivariate Regular Variation framework: A Note on Financial Contagion from Russia to Latin America, Dresden

Autoren/-innen Mohammad Reza Farzanegan // Rodrigo Herrera // Alexander Karmann