Over the last 20 years, some financial events, such as devaluations or defaults, have triggered an immediate adverse chain reaction in other countries -- which we call fast and furious contagion. Yet,
Two key statistical features of finance markets are non-linearity and Non-Gaussianity. Between 2011 and 2012, Dag Tjøstheim coordinated the research of the project "Non-Guassian Time Series and Nonlin
