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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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Markov switching GARCH models for Bayesian hedging on energy futures markets
Billio, Monica; Casarin, Roberto; Osuntuyi, Anthony - 2014
Persistent link: https://www.econbiz.de/10011629426
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Dynamical interaction between financial and business cycles
Billio, Monica; Petronevich, Anna - 2017
Persistent link: https://www.econbiz.de/10011774728