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person:"Zimmermann, Klaus F."
subject:"Zeitreihenanalyse"
~isPartOf:"Working papers"
~person:"Caporin, Massimiliano"
~person:"Gupta, Rangan"
~subject:"Volatility"
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Zeitreihenanalyse
Volatility
Estimation
3
Schätzung
3
Spillover effect
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Spillover-Effekt
3
Theorie
3
Theory
3
ARCH model
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Risk measure
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financial spillover
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network
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risk spillover
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Contagion effect
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Zimmermann, Klaus F.
Caporin, Massimiliano
Gupta, Rangan
Billio, Monica
4
Gallo, Giampiero M.
4
Otranto, Edoardo
4
Lacava, Demetrio
3
Casarin, Roberto
2
Frattarolo, Lorenzo
2
Henry, Ólan Thomas John
2
Olekalns, Nilss
2
Panagiōtidēs, Theodōros
2
Papapanagiotou, Georgios
2
Paradiso, Antonio
2
Pelizzon, Loriana
2
Suardi, Sandy
2
Ahelegbey, Daniel Felix
1
Alessandrini, Diana
1
Bampinas, Georgios
1
Belianska, Anna
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Bisaglia, Luisa
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Chlebus, Marcin
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Faeth, Isabel
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Guerrero Escobar, Santiago
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Kosempel, Stephen
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McAdam, Peter
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Department of Economics working paper series
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The North American journal of economics and finance : a journal of financial economics studies
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Applied economics
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International review of economics & finance : IREF
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Research in international business and finance
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The European journal of finance
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
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Networks in risk spillovers : a multivariate GARCH perspective
Billio, Monica
;
Caporin, Massimiliano
;
Frattarolo, Lorenzo
-
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
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