Financial Clustering in Presence of Dominant Markets
Year of publication: |
2013
|
---|---|
Authors: | Gargano, R. ; Otranto, E. |
Institutions: | Centro Ricerche Nord Sud (CRENoS) |
Subject: | MEM | unconditional volatility | spillover effect | common dynamics | AR distance |
-
Risk modelling and management : an overview
Chang, Chia-Lin, (2013)
-
Spillovers and Asset Allocation
Hoang, Lai T., (2020)
-
The Importance of Spillovers during the COVID-19 Pandemic
Hoang, Lai T., (2020)
- More ...
-
Model effect on projected mortality indicators
Debòn, A., (2012)
-
Improving the Forecasting of Dynamic Conditional Correlation: a Volatility Dependent Approach
Otranto, E., (2009)
-
A Time Varying Parameter Approach to Analyze the Macroeconomic Consequences of Crime
Detotto, C., (2010)
- More ...