Generating functions and stability study of multivariate self-excited epidemic processes
No abstract is available for this item.
Volume (Year): 83 (2011)
Issue (Month): 2 (September)
|Contact details of provider:|| Web page: http://www.springer.com|
Web page: http://publications.edpsciences.org/
|Order Information:||Web: http://www.springer.com/economics/journal/10051|
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Aït-Sahalia, Yacine & Cacho-Diaz, Julio & Laeven, Roger J.A., 2015.
"Modeling financial contagion using mutually exciting jump processes,"
Journal of Financial Economics,
Elsevier, vol. 117(3), pages 585-606.
- Yacine Aït-Sahalia & Julio Cacho-Diaz & Roger J.A. Laeven, 2010. "Modeling Financial Contagion Using Mutually Exciting Jump Processes," NBER Working Papers 15850, National Bureau of Economic Research, Inc.
When requesting a correction, please mention this item's handle: RePEc:spr:eurphb:v:83:y:2011:i:2:p:271-282. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Sonal Shukla)or (Rebekah McClure)
If references are entirely missing, you can add them using this form.