Estimation of the Heteroskedastic Canonical Contagion Model with Instrumental Variables

• André L. P. Ribeiro ,

  Contributed equally to this work with: André L. P. Ribeiro, Luiz K. Hotta

  Affiliation Banco Itaú-Unibanco, São Paulo SP, Brazil

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• Luiz K. Hotta

  Contributed equally to this work with: André L. P. Ribeiro, Luiz K. Hotta

  * E-mail: hotta@ime.unicamp.br

  Affiliation Department of Statistics, University of Campinas, Campinas SP, Brazil

  http://orcid.org/0000-0002-1005-602X

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