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subject:"Italien"
type_genre:"Article in journal"
~person:"Audrino, Francesco"
~person:"Barelli, Claudio"
~type_genre:"Multi-volume publication"
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Journal of applied econometrics
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Rivista internazionale di scienze sociali
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ECONIS (ZBW)
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Estimating and predicting multivariate volatility thresholds in global stock markets
Audrino, Francesco
;
Trojani, Fabio
- In:
Journal of applied econometrics
21
(
2006
)
3
,
pp. 345-369
Persistent link: https://www.econbiz.de/10003316303
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The link between volatility and correlation in international stock markets : an empirical analysis with particular reference to crash periods
Moro Visconti, Roberto
- In:
Rivista internazionale di scienze sociali
102
(
1994
)
2
,
pp. 175-221
Persistent link: https://www.econbiz.de/10001177235
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