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~isPartOf:"International journal of the economics of business"
~isPartOf:"Working paper"
~isPartOf:"Working papers"
~language:"eng"
~person:"Frattarolo, Lorenzo"
~subject:"Volatilität"
~subject:"Zeitreihenanalyse"
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Volatilität
Zeitreihenanalyse
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Frattarolo, Lorenzo
McAleer, Michael
53
Chang, Chia-Lin
16
Guo, Hui
11
Caporin, Massimiliano
10
Piger, Jeremy Max
9
Neely, Christopher J.
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Nguyen, Hoang
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Österholm, Pär
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Mumtaz, Haroon
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Savickas, Robert
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Asai, Manabu
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Billio, Monica
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Allen, David E.
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Chen, Chi-chung
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Franses, Philip Hans
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Hammoudeh, Shawkat
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Karlsson, Sune
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Kim, Chang-jin
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Medeiros, Marcelo C.
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Morley, James C.
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Reed, W. Robert
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Roengchai Tansuchat
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Theodoridis, Konstantinos
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Wen, Yi
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Cable, John R.
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Dixon, Robert J.
3
Dueker, Michael
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Kiss, Tamás
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Owyang, Michael T.
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Oxley, Les
3
Pérez Amaral, Teodosio
3
Shepherd, David
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Białkowski, Je̜drzej
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Casarin, Roberto
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Chan, Felix
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Chen, Ping-yu
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Ferrara, Laurent
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International journal of the economics of business
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University Ca' Foscari of Venice, Dept. of Economics Research Paper Series
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ECONIS (ZBW)
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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
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Networks in risk spillovers : a multivariate GARCH perspective
Billio, Monica
;
Caporin, Massimiliano
;
Frattarolo, Lorenzo
-
2016
Persistent link: https://www.econbiz.de/10011629466
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