Correction to: Sovereign contagion risk measure across financial markets in the eurozone: a bivariate copulas and Markov Regime Switching ARMA based approaches
Keyword(s):
Keyword(s):
2017 ◽
Vol 176
(2)
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pp. 319-350
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2008 ◽
Vol 32
(9)
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pp. 1970-1983
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2006 ◽
Vol 23
(4)
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pp. 569-578
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Pricing Chinese warrants using artificial neural networks coupled with Markov regime switching model
2011 ◽
Vol 2
(4)
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pp. 314