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Cross-correlation Measures in the High-frequency Domain
Precup, Ovidiu V.; Iori, Giulia - In: The European journal of finance 13 (2007) 4, pp. 319-332
Persistent link: https://www.econbiz.de/10007745564
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Cross-correlation Measures in the High-frequency Domain
Precup, Ovidiu V.; Iori, Giulia - In: The European journal of finance 13 (2007) 3-4, pp. 319-332
Persistent link: https://www.econbiz.de/10007754433
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New measures for a new normal in finance and risk management
Gabbi, Giampaolo; Iori, Giulia - In: The European journal of finance 28 (2022) 13/15, pp. 1257-1262
Persistent link: https://www.econbiz.de/10013532179
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Cross-correlation measures in the high-frequency domain
Precup, Ovidiu V.; Iori, Giulia - In: The European journal of finance 13 (2007) 3/4, pp. 319-331
Persistent link: https://www.econbiz.de/10003550388
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Macroprudential capital buffers in heterogeneous banking networks : insights from an ABM with liquidity crises
Gurgone, Andrea; Iori, Giulia - In: The European journal of finance 28 (2022) 13/15, pp. 1399-1445
Persistent link: https://www.econbiz.de/10013532227