Author:
Yamaka Woraphon,Tarkhamtham Payap,Maneejuk Paravee,Sriboonchitta Songsak
Publisher
Springer International Publishing
Reference20 articles.
1. Adam, M., Banbula, P., Markun, M.: International dependence and contagion across asset classes: the case of Poland. Financ. Uver 65(3), 254 (2015)
2. Azzalini, A.: The skew-normal and related families, vol. 3. Cambridge University Press, Cambridge (2013)
3. Billio, M., Lo Duca, M., Pelizzon, L.: Contagion detection with switching regime models: a short and long run analysis (2005)
4. Chancharat, S., Valadkhani, A., Havie, C.: The influence of international stock markets and macroeconomic variables on the Thai stock market. Appl. Econ. Int. Dev. 7(1), 221–238 (2007)
5. Celık, S.: The more contagion effect on emerging markets: the evidence of DCC-GARCH model. Econ. Model. 29(5), 1946–1959 (2012)