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~isPartOf:"Working papers"
~person:"Caporin, Massimiliano"
~person:"Härdle, Wolfgang"
~person:"Tiwari, Aviral Kumar"
~person:"Todorov, Viktor"
~person:"Yoon, Seong-min"
~subject:"ARCH model"
~subject:"Germany"
~subject:"Oil price"
~subject:"Prognoseverfahren"
~subject:"Risk"
~subject:"Stochastischer Prozess"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"World"
~subject:"Ölpreis"
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Caporin, Massimiliano
Härdle, Wolfgang
Tiwari, Aviral Kumar
Todorov, Viktor
Yoon, Seong-min
Billio, Monica
6
Otranto, Edoardo
4
Benavides, Guillermo
3
Casarin, Roberto
3
Gallo, Giampiero M.
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Pelizzon, Loriana
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Afonso, António
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Conrad, Christian
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Donadelli, Michael
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Henry, Ólan Thomas John
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Hernández Vega, Marco
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Lacava, Demetrio
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Leon-Gonzalez, Roberto
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Majoni, Blessings
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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
Market volatility, optimal portfolios and naive asset allocations
Caporin, Massimiliano
;
Pelizzon, Loriana
-
2012
-
First draft
Persistent link: https://www.econbiz.de/10011628996
Saved in:
4
Flexible dynamic consitional correlation multivariate GARCH models for asset allocation
Billio, Monica
(
contributor
);
Gobbo, Michele
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003376752
Saved in:
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