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A statistical procedure for testing financial contagion

Statistica (Bologna), 2012-01, Vol.72 (1), p.37-61 [Peer Reviewed Journal]

Copyright Università degli Studi di Bologna, Department of Statistical Sciences, Alma Mater Studiorum 2012 ;ISSN: 0390-590X ;EISSN: 1973-2201 ;DOI: 10.6092/issn.1973-2201/3633

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