Networks in risk spillovers : a multivariate GARCH perspective
Year of publication: |
[2020]
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Authors: | Billio, Monica ; Caporin, Massimiliano ; Frattarolo, Lorenzo ; Pelizzon, Loriana |
Publisher: |
Venice Italy : Department of Economics, Ca’ Foscari University of Venice |
Subject: | Spatial GARCH | network | risk spillover | financial spillover | Spillover-Effekt | Spillover effect | ARCH-Modell | ARCH model | Theorie | Theory | Volatilität | Volatility | Unternehmensnetzwerk | Business network | Schätzung | Estimation | Risikomaß | Risk measure | Risikomanagement | Risk management |
Extent: | 1 Online-Ressource (circa 63 Seiten) Illustrationen |
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Series: | Working papers. - Venezia : [Verlag nicht ermittelbar], ISSN 1827-336X, ZDB-ID 2201241-2. - Vol. 2020, no. 16 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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