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person:"Christoffersen, Peter F."
~isPartOf:"Working papers"
~person:"Caporin, Massimiliano"
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Christoffersen, Peter F.
Caporin, Massimiliano
Chlebus, Marcin
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Networks in risk spillovers : a multivariate GARCH perspective
Billio, Monica
;
Caporin, Massimiliano
;
Frattarolo, Lorenzo
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2020
Persistent link: https://www.econbiz.de/10012244841
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Networks in risk spillovers : a multivariate GARCH perspective
Billio, Monica
;
Caporin, Massimiliano
;
Frattarolo, Lorenzo
-
2016
Persistent link: https://www.econbiz.de/10011629466
Saved in:
3
A generalized dynamic conditional correlation model for portfolio risk evaluation
Billio, Monica
(
contributor
); …
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2006
Persistent link: https://www.econbiz.de/10003397550
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