A Spatial Contagion Test for Financial Markets

Fabrizio Durante, Enrico Foscolo, Miroslav Sabo. A Spatial Contagion Test for Financial Markets. In Rudolf Kruse, Michael R. Berthold, Christian Moewes, María Angeles Gil, Przemyslaw Grzegorzewski, Olgierd Hryniewicz, editors, Synergies of Soft Computing and Statistics for Intelligent Data Analysis, Proceedings of the 6th International Conference on Soft Methods in Probability and Statistics, SMPS 2012, Konstanz, Germany, October 4-6, 2012. Volume 190 of Advances in Intelligent Systems and Computing, pages 313-320, Springer, 2012. [doi]

@inproceedings{DuranteFS12,
  title = {A Spatial Contagion Test for Financial Markets},
  author = {Fabrizio Durante and Enrico Foscolo and Miroslav Sabo},
  year = {2012},
  doi = {10.1007/978-3-642-33042-1_34},
  url = {http://dx.doi.org/10.1007/978-3-642-33042-1_34},
  researchr = {https://researchr.org/publication/DuranteFS12},
  cites = {0},
  citedby = {0},
  pages = {313-320},
  booktitle = {Synergies of Soft Computing and Statistics for Intelligent Data Analysis, Proceedings of the 6th International Conference on Soft Methods in Probability and Statistics, SMPS 2012, Konstanz, Germany, October 4-6, 2012},
  editor = {Rudolf Kruse and Michael R. Berthold and Christian Moewes and María Angeles Gil and Przemyslaw Grzegorzewski and Olgierd Hryniewicz},
  volume = {190},
  series = {Advances in Intelligent Systems and Computing},
  publisher = {Springer},
  isbn = {978-3-642-33041-4},
}