Dynamic cross-correlation and dynamic contagion of stock markets: a sliding windows approach with the DCCA correlation coefficient - Détails de la publication

Production Scientifique P.S.

Dynamic cross-correlation and dynamic contagion of stock markets: a sliding windows approach with the DCCA correlation coefficient

Auteur

Oussama Tilfani, Paulo Ferreira, My Youssef El Boukfaoui

Revue

Empirical Economics

Année

2019

DOI

10.1007/s00181-019-01806-1

Chercheur

ELBOUKFAOUI Youssef

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