- Economics - Research Publications
Economics - Research Publications
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ItemA comparison of alternative tests of contagion with applicationsDUNGEY, M. ; FRY, R. ; GONZALEZ-HERMOSILLO, B. ; MARTIN, V. (Oxford University Press, 2005)
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ItemUnravelling financial market linkages during crisesDungey, M ; Martin, VL (JOHN WILEY & SONS LTD, 2007-01-01)
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ItemParametric pricing of higher order moments in S&P500 optionsLIM, G. ; MARTIN, G. M. ; MARTIN, V. L. ( 2005)