Work

Change point detection for subprime crisis in American banking: From the perspective of risk dependence

Year: 2015

Type: article

Source: International Review of Economics & Finance

DOI: 10.1016/j.iref.2014.12.011

Authors: Xiaoqian Zhu, Yongjia Xie, Jianping Li, Dengsheng Wu

Institutions: Chinese Academy of Sciences, University of Chinese Academy of Sciences

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funders: Chinese Academy of Sciences, Youth Innovation Promotion Association of the Chinese Academy of Sciences

OpenAlex ID: W2067210253

FWCI: 3.829

Cites: 45

Cited by: 25

Related to: 10