Contagion Phenomena with Applications in Finance
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Published By Elsevier

9781785480355

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Copyright

Contagion Phenomena with Applications in Finance ◽

10.1016/b978-1-78548-035-5.50009-4 ◽

2015 ◽

pp. iv

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Common Frailty and Contagion in Nonlinear Dynamic Models

Contagion Phenomena with Applications in Finance ◽

10.1016/b978-1-78548-035-5.50005-7 ◽

2015 ◽

pp. 101-119

Author(s):

Serge Darolles ◽

Christian Gourieroux

Keyword(s):

Nonlinear Dynamic ◽

Dynamic Models ◽

Nonlinear Dynamic Models

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Applications of Linear Dynamic Models

Contagion Phenomena with Applications in Finance ◽

10.1016/b978-1-78548-035-5.50004-5 ◽

2015 ◽

pp. 77-99

Author(s):

Serge Darolles ◽

Christian Gourieroux

Keyword(s):

Dynamic Models ◽

Linear Dynamic ◽

Linear Dynamic Models

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Contagion in Structural VARMA Models

Contagion Phenomena with Applications in Finance ◽

10.1016/b978-1-78548-035-5.50002-1 ◽

2015 ◽

pp. 19-44

Author(s):

Serge Darolles ◽

Christian Gourieroux

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Introduction

Contagion Phenomena with Applications in Finance ◽

10.1016/b978-1-78548-035-5.50007-0 ◽

2015 ◽

pp. ix-xii

Author(s):

Serge Darolles ◽

Christian Gourieroux

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Index

Contagion Phenomena with Applications in Finance ◽

10.1016/b978-1-78548-035-5.50011-2 ◽

2015 ◽

pp. 153-154

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Bibliography

Contagion Phenomena with Applications in Finance ◽

10.1016/b978-1-78548-035-5.50010-0 ◽

2015 ◽

pp. 145-151

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An Application of Nonlinear Dynamic Models: The Hedge Fund Survival

Contagion Phenomena with Applications in Finance ◽

10.1016/b978-1-78548-035-5.50006-9 ◽

2015 ◽

pp. 121-144

Author(s):

Serge Darolles ◽

Christian Gourieroux

Keyword(s):

Nonlinear Dynamic ◽

Dynamic Models ◽

Nonlinear Dynamic Models

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Contagion and Causality in Static Models

Contagion Phenomena with Applications in Finance ◽

10.1016/b978-1-78548-035-5.50001-x ◽

2015 ◽

pp. 1-18

Author(s):

Serge Darolles ◽

Christian Gourieroux

Keyword(s):

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Front matter

Contagion Phenomena with Applications in Finance ◽

10.1016/b978-1-78548-035-5.50008-2 ◽

2015 ◽

pp. i-iii

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