Publicação
Dynamic cross-correlation and dynamic contagion of stock markets: a sliding windows approach with the DCCA correlation coefficient
| dc.contributor.author | TILFANI, Oussama | |
| dc.contributor.author | Ferreira, Paulo | |
| dc.contributor.author | El Boukfaoui, My Youssef | |
| dc.date.accessioned | 2021-11-13T00:17:34Z | |
| dc.date.available | 2021-11-13T00:17:34Z | |
| dc.date.issued | 2019-11-21 | en_US |
| dc.date.updated | 2021-11-13T00:10:19Z | |
| dc.description.version | N/A | |
| dc.identifier.doi | 10.1007/s00181-019-01806-1 | en_US |
| dc.identifier.eid | 2-s2.0-85075444532 | en_US |
| dc.identifier.slug | cv-prod-810175 | |
| dc.identifier.uri | http://hdl.handle.net/10400.26/38011 | |
| dc.language.iso | eng | por |
| dc.title | Dynamic cross-correlation and dynamic contagion of stock markets: a sliding windows approach with the DCCA correlation coefficient | en_US |
| dc.type | journal article | |
| dspace.entity.type | Publication | |
| oaire.citation.title | Empirical Economics | en_US |
| person.familyName | TILFANI | |
| person.familyName | Ferreira | |
| person.familyName | El Boukfaoui | |
| person.givenName | Oussama | |
| person.givenName | Paulo | |
| person.givenName | My Youssef | |
| person.identifier.ciencia-id | B513-B46A-E5F3 | |
| person.identifier.orcid | 0000-0001-6279-3593 | |
| person.identifier.orcid | 0000-0003-1951-889X | |
| person.identifier.orcid | 0000-0002-5550-1182 | |
| person.identifier.rid | P-9622-2016 | |
| person.identifier.scopus-author-id | 57209393564 | |
| person.identifier.scopus-author-id | 35745865300 | |
| rcaap.cv.cienciaid | B513-B46A-E5F3 | Paulo Jorge Silveira Ferreira | |
| rcaap.rights | closedAccess | en_US |
| rcaap.type | article | en_US |
| relation.isAuthorOfPublication | 270faf42-45ac-4054-ba14-29d11cfadd71 | |
| relation.isAuthorOfPublication | cef169d9-c594-4505-ab57-7c6f92868cb6 | |
| relation.isAuthorOfPublication | 55f20d8b-649a-403a-9fff-2c75e9fb962e | |
| relation.isAuthorOfPublication.latestForDiscovery | 270faf42-45ac-4054-ba14-29d11cfadd71 |
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