OpenAlex
Measuring the subprime crisis contagion: Evidence of change point analysis of copula functions
Work
Year: 2012
Type: article
Source: European Journal of Operational Research
Authors Wuyi Ye, Xiaoquan Liu, Miao Bai-qi
Institutions University of Science and Technology of China, University of Essex
Cites: 46
Cited by: 70
Related to: 10
FWCI: 5.974
Citation percentile (by year/subfield): 97.62
Topic: Financial Risk and Volatility Modeling
Subfield: Finance
Field: Economics, Econometrics and Finance
Domain: Social Sciences
Open Access status: closed