Modelling financial contagion using high frequency data

Yao, Wenying, Dungey, Mardi and Alexeev, Vitali 2020, Modelling financial contagion using high frequency data, Economic Record, pp. 1-17, doi: 10.1111/1475-4932.12559.

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Title Modelling financial contagion using high frequency data
Author(s) Yao, WenyingORCID iD for Yao, Wenying
Dungey, Mardi
Alexeev, Vitali
Journal name Economic Record
Start page 1
End page 17
Total pages 17
Publisher Wiley
Place of publication Chichester, Eng.
Publication date 2020
ISSN 0013-0249
Notes Early View Article
Language eng
DOI 10.1111/1475-4932.12559
Indigenous content off
Field of Research 14 Economics
15 Commerce, Management, Tourism and Services
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Document type: Journal Article
Collections: Faculty of Business and Law
Department of Economics
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Created: Mon, 22 Jun 2020, 11:43:48 EST

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