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person:"Caporin, Massimiliano"
~isPartOf:"Working papers"
~person:"Righi, Marcelo Brutti"
~subject:"Risk measure"
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Caporin, Massimiliano
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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
A generalized dynamic conditional correlation model for portfolio risk evaluation
Billio, Monica
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003397550
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