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Risk contagion in financial markets based on copula model

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30 dic 2021

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Ma, Li
School of Finance, Guangdong University of Finance and EconomicsGuangzhou, China
Alqurashi, Fahad Abdullah
Department of Computer Science, Faculty of Computing and Information Technology, King Abdulaziz UniversityJeddah, Saudi Arabia
Qeshta, Mohammed Helmi
Applied Science UniversityAl Eker, Kingdom of Bahrain