A regime switching skew-normal model of contagion

Joshua C.C. Chan, Reneé A. Fry-McKibbin, Cody Yu Ling Hsiao

Research output: Contribution to journalArticlepeer-review

24 Citations (Scopus)

Fingerprint

Dive into the research topics of 'A regime switching skew-normal model of contagion'. Together they form a unique fingerprint.

Economics, Econometrics and Finance