A New Class of Tests of Contagion With Applications

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    Author
    Fry, R; Martin, VL; Tang, C
    Date
    2010-07-01
    Source Title
    JOURNAL OF BUSINESS & ECONOMIC STATISTICS
    Publisher
    AMER STATISTICAL ASSOC
    University of Melbourne Author/s
    Martin, Vance; Tang, Lei Ming Chrismin
    Affiliation
    Economics
    Metadata
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    Document Type
    Journal Article
    Citations
    Fry, R., Martin, V. L. & Tang, C. (2010). A New Class of Tests of Contagion With Applications. JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 28 (3), pp.423-437. https://doi.org/10.1198/jbes.2010.06060.
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    URI
    http://hdl.handle.net/11343/29489
    DOI
    10.1198/jbes.2010.06060
    Keywords
    Econometrics

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