Skip navigation
The Australian National University

A New Class of tests of Contagion With Applications

Citation

Fry, R, Martin, V & Tang, C 2010, 'A New Class of tests of Contagion With Applications', Journal of Business and Economic Statistics, vol. 28, no. 3, pp. 423-437.

Year

2010

Fields of Research

  • Econometric And Statistical Methods
  • Time Series Analysis

Updated:  25 September 2017 / Responsible Officer:  Director (Research Services Division) / Page Contact:  Researchers