Analyzing Contagion Effect in Markets During Financial Crisis Using Stochastic Autoregressive Canonical Vine Model
Crossref DOI link: https://doi.org/10.1007/s10614-017-9772-7
Published Online: 2017-11-18
Published Print: 2019-03
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Goel, Anubha
Mehra, Aparna
Funding for this research was provided by:
Council of Scientific and Industrial Research (09/086(1215)/2015-EMR-1)
Text and Data Mining valid from 2017-11-18
Article History
Accepted: 9 November 2017
First Online: 18 November 2017