JavaScript is disabled for your browser. Some features of this site may not work without it.
| dc.contributor.advisor | Casarin, Roberto | it_IT |
| dc.contributor.author | Dridi, Mohamed Azzeddine <1985> | it_IT |
| dc.date.accessioned | 2014-06-16 | it_IT |
| dc.date.accessioned | 2014-09-20T08:50:23Z | |
| dc.date.available | 2014-09-20T08:50:23Z | |
| dc.date.issued | 2014-06-17 | it_IT |
| dc.identifier.uri | http://hdl.handle.net/10579/4833 | |
| dc.description.abstract | it_IT | |
| dc.language.iso | it | it_IT |
| dc.publisher | Università Ca' Foscari Venezia | it_IT |
| dc.rights | © Mohamed Azzeddine Dridi, 2014 | it_IT |
| dc.title | Markov-switching correlation models for contagion analysis in commodity and stock markets | it_IT |
| dc.title.alternative | it_IT | |
| dc.type | Master's Degree Thesis | it_IT |
| dc.degree.name | Economia e finanza | it_IT |
| dc.degree.level | Laurea magistrale | it_IT |
| dc.degree.grantor | Dipartimento di Economia | it_IT |
| dc.description.academicyear | 2013/2014, sessione estiva | it_IT |
| dc.rights.accessrights | openAccess | it_IT |
| dc.thesis.matricno | 850903 | it_IT |
| dc.subject.miur | SECS-P/05 ECONOMETRIA | it_IT |
| dc.description.note | it_IT | |
| dc.degree.discipline | it_IT | |
| dc.contributor.co-advisor | it_IT | |
| dc.date.embargoend | it_IT | |
| dc.provenance.upload | Mohamed Azzeddine Dridi (850903@stud.unive.it), 2014-06-16 | it_IT |
| dc.provenance.plagiarycheck | Roberto Casarin (r.casarin@unive.it), 2014-06-16 | it_IT |
