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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Working papers"
~language:"ces"
~language:"eng"
~person:"Pelizzon, Loriana"
~subject:"ARCH-Modell"
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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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