Journals
Publish with us
Publishing partnerships
About us
Blog
Discrete Dynamics in Nature and Society
Journal overview
For authors
For reviewers
For editors
Table of Contents
Special Issues
Discrete Dynamics in Nature and Society
/
2014
/
Article
/
Fig 1
/
Research Article
Measuring Contagion of Subprime Crisis Based on MVMQ-CAViaR Method
Figure 1
Daily returns of S&P500 (US), CSI300 (China), Nikkei225 (Japan), FTSE-100 (UK), CAC-40 (France), and DAX (Germany). Notes: daily data from January 2006 to July 2013.
(a)
(b)
(c)
(d)
(e)
(f)