Asymmetric Quantitative Model of Coexceedances and its Applications to the Study of Contagion Mechanism of the Financial Crisis

Xiaorong Yang, Jie Chen, Chun He. Asymmetric Quantitative Model of Coexceedances and its Applications to the Study of Contagion Mechanism of the Financial Crisis. JACIII, 19(3):389-396, 2015. [doi]

Abstract

Abstract is missing.