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~isPartOf:"SAFE working paper"
~isPartOf:"Working papers"
~language:"eng"
~person:"Caporin, Massimiliano"
~subject:"Estimation"
~subject:"Geldpolitik"
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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
Saved in:
2
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
Estimation and model-based combination of causality networks
Bonaccolto, Giovanni
;
Caporin, Massimiliano
;
Panzica, …
-
2017
-
This version: January 31, 2017
Causality is a widely-used concept in theoretical and empirical
economics
. The recent financial
economics
literature …
Persistent link: https://www.econbiz.de/10011598378
Saved in:
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