Empirical modelling of contagion: a review of methodologies

Mardi Dungey, Renee Fry-McKibbin, Brenda Gonzalez-Hermosillo and Vance Martin

Quantitative Finance, 2005, vol. 5, issue 1, 9-24

Date: 2005
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Working Paper: Empirical Modelling of Contagion: A Review of Methodologies (2004)
Working Paper: Empirical Modelling of Contagion: A Review of Methodologies (2004)
Working Paper: Empirical Modeling of Contagion: A Review of Methodologies (2004)
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DOI: 10.1080/14697680500142045

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