Interdependence and contagion in international stock markets: a latent Markov model approach

L.J. Paas

Research output: Chapter in Book / Report / Conference proceedingChapterAcademic

Original languageEnglish
Title of host publicationMathematical and Statistical Methods for Actuarial Sciences and Finance
EditorsM. Corazza, C. Pizzi
Place of PublicationNew York
PublisherSpringer
Publication statusPublished - 2012

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