Chiou, Shang Chan

Testing and dating financial contagion : a new approach / by Shang Chan Chiou - Illinois : The University of Chicago, 2007 - 88 p. : ill. ; 21 cm.

Thesis (Ph.D.) - University of Chicago, 2007


University of Chicago--Dissertations


Financial crises--Mathematical models
Markov processes
Stochastic processes
Dissertations, Academic--Illinois