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Serge Darolles – författare

Visar alla böcker från författaren Serge Darolles. Handla med fri frakt och snabb leverans.

2 produkter

  1. Christian Gourieroux, Serge Darolles - Contagion Phenomena with Applications in Finance, E-bok. Tillgänglighet: Lägg i varukorg

    Contagion Phenomena with Applications in Finance

    Av Christian Gourieroux, Serge Darolles

    E-bok, 2015

    1148 kr

    Lägg i varukorg

    Much research into financial contagion and systematic risks has been motivated by the finding that cross-market correlations (resp. coexceedances) between asset returns increase significantly during crisis periods. Is this increase due to an exogenous shock common to all markets (interdependence) …

  2. Serge Darolles, Christian Gourieroux - Contagion Phenomena with Applications in Finance, Inbunden. Tillgänglighet: Lägg i varukorg

    Contagion Phenomena with Applications in Finance

    Av Serge Darolles, Christian Gourieroux

    Inbunden, 2015

    944 kr

    Lägg i varukorg

    Much research into financial contagion and systematic risks has been motivated by the finding that cross-market correlations (resp. coexceedances) between asset returns increase significantly during crisis periods. Is this increase due to an exogenous shock common to all markets (interdependence) …