id	author	title	date	pages	extension	mime	words	sentence	flesch	summary	cache	txt
dem-2898	Burzała, Milda Maria	Determination of the Time of Contagion in Capital Markets Based on the Switching Model	2013	18	.pdf	application/pdf	6144	277	53	Some researchers suggest that it is better to resign from expected value model than include incorrectly specified model, especially in the case of total model for expected values and variances (Doman, Doman, 2009). This article attempts to compare conclusions made about market contagion based on the periods indicated by using the Markov-switching model and based on a range for unconditional correlations as well as on arbitrary arrangements.	cache/dem-2898.pdf	txt/dem-2898.txt