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isPartOf:"Working papers"
subject:"Welfare analysis"
~accessRights:"free"
~isPartOf:"International review of economics & finance : IREF"
~person:"Pelizzon, Loriana"
~subject:"Volatilität"
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Networks in risk spillovers : a multivariate GARCH perspective
Billio, Monica
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Caporin, Massimiliano
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Frattarolo, Lorenzo
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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
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2016
Persistent link: https://www.econbiz.de/10011629466
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Market volatility, optimal portfolios and naive asset allocations
Caporin, Massimiliano
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Pelizzon, Loriana
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2012
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First draft
Persistent link: https://www.econbiz.de/10011628996
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