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Dynamic dependence structure between energy markets and the Italian stock index
Masala, Giovanni - In: Investment management and financial innovations 15 (2018) 2, pp. 60-67
Persistent link: https://www.econbiz.de/10012055096
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Change point dynamics for financial data : an indexed Markov chain approach
D'Amico, Guglielmo; Lika, Ada; Petroni, Filippo - In: Annals of finance 15 (2019) 2, pp. 247-266
Persistent link: https://www.econbiz.de/10012058237