Français
Nonlinear Shift Contagion Modelling: Further Evidence from High Frequency Stock Data
Chapter
Contents : Introduction
The market microstructure of the Euronext Paris and Deutsche Börse
A nonlinear framework for modeling shift-contagion effects
Data and empirical results
Conclusion
Language : English
Location : Nice Library
Material : Paper
Faculty's books : Oui
Owner : Bibliothèque
Included in
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[List]
List of faculty's books
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[Book]
Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration. -
/ Edited by GREGORIOU Greg N. ; Edited by PASCALAU Razvan.
PALGRAVE MACMILLAN, 2010. - 196
ISBN 0230283640