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~accessRights:"free"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Policy research working paper : WPS"
~isPartOf:"Working papers"
~person:"Caporin, Massimiliano"
~subject:"Estimation"
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Networks in risk spillovers : a multivariate GARCH perspective
Billio, Monica
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Caporin, Massimiliano
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Frattarolo, Lorenzo
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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
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2016
Persistent link: https://www.econbiz.de/10011629466
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