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~isPartOf:"Working papers"
~language:"deu"
~language:"eng"
~language:"por"
~language:"spa"
~person:"Frattarolo, Lorenzo"
~subject:"Globalization"
~subject:"Risikomaß"
~subject:"Schätzung"
~subject:"USA"
~type_genre:"Case study"
~type_genre:"Congress report"
~type_genre:"Hochschulschrift"
~type_genre:"Non-commercial literature"
~type_genre:"Statistics"
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Frattarolo, Lorenzo
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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
Do we need a stochastic trend in cay estimation? Yes
Costola, Michele
;
Frattarolo, Lorenzo
;
Lucchetta, Marcella
-
2016
Persistent link: https://www.econbiz.de/10011642045
Saved in:
3
Hedge fund tail risk : an investigation in stressed markets, extended version with appendix
Billio, Monica
;
Frattarolo, Lorenzo
;
Pelizzon, Loriana
-
2016
Persistent link: https://www.econbiz.de/10011629465
Saved in:
4
Networks in risk spillovers : a multivariate GARCH perspective
Billio, Monica
;
Caporin, Massimiliano
;
Frattarolo, Lorenzo
-
2016
Persistent link: https://www.econbiz.de/10011629466
Saved in:
5
Systemically important banks : a permutation test approach
Frattarolo, Lorenzo
;
Parpinel, Francesca
;
Pizzi, Claudio
-
2016
Persistent link: https://www.econbiz.de/10011636612
Saved in:
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