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"A Regime Switching Skew-Distribution Model of Contagion."

Woraphon Yamaka et al. (2019)

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DOI: 10.1007/978-3-030-04263-9_34

access: closed

type: Part in Book or Collection

metadata version: 2020-03-27

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  dblp key:
  - series/sci/YamakaTMS19
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  - https://dblp.org/rec/series/sci/YamakaTMS19
Woraphon Yamaka, Payap Tarkhamtham, Paravee Maneejuk, Songsak Sriboonchitta:
A Regime Switching Skew-Distribution Model of Contagion. Structural Changes and their Econometric Modeling 2019: 439-450

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