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Small sample properties of copula-GARCH modelling : a Monte Carlo study
Bianchi, Carluccio; De Giuli, Maria Elena; Fantazzini, Dean - In: Applied financial economics 21 (2011) 19/21, pp. 1587-1597
Persistent link: https://www.econbiz.de/10009356690
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Financial fragility, heterogeneous agents, and aggregate fluctuations: Evidence from a panel of US firms
Stanca, L.; Delli Gatti, D.; Gallegati, M. - In: Applied financial economics 9 (1999) 1, pp. 87-100
Persistent link: https://www.econbiz.de/10007688762
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Financial fragility, heterogeneous agents, and aggregate fluctuations : evidence from a panel of US firms
Stanca, Luca; Delli Gatti, Domenico; Gallegati, Mauro - In: Applied financial economics 9 (1999) 1, pp. 87-99
Persistent link: https://www.econbiz.de/10001363844