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Hsiao, Cody Yu-Ling
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Australian National University (ANU) - Centre for Applied Macroeconomic Analysis (CAMA)
ANU College of Business and Economics
Canberra, Australian Capital Territory 0200
Australia
email address
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Australian National University (ANU) - School of Economics
Coombs Building 9
Canberra, Australian Capital Territory 0200
Australia
email address
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Hsiao, Cody Yu-Ling's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
92 |
Total
Citations
1 |
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1.
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Fry, Renee
Australian National University (ANU) - Department of Economics Hsiao, Cody Yu-Ling
Australian National University (ANU) - Centre for Applied Macroeconomic Analysis (CAMA) Tang, Chrismin
La Trobe University
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55
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1
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Contagion Testing, Correlation, Coskewness, Asian Crisis, Russian Crisis, LTCM Crisis, Brazil Crisis, Dot-Com Crisis, Argentinian Crisis, Sub-Prime Crisis, Great Recession, Global Financial Crisis
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2.
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Hsiao, Cody Yu-Ling
Australian National University (ANU) - Centre for Applied Macroeconomic Analysis (CAMA)
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37
(226,243)
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Co-skewness, Co-kurtosis, Co-volatility, Contagion testing, Extremal dependence, Financial crisis, Lagrangian multiplier tests
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