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Managing and Measuring Risk:Emerging Global Standards and Regulations After the Financial Crisis
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Realized networks
Brownlees, Christian
;
Nualart, Eulàlia
;
Sun, Yucheng
- In:
Journal of Applied Econometrics
33
(
2018
)
7
,
pp. 986-1006
Persistent link: https://www.econbiz.de/10012082790
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NETS : Network estimation for time series
Barigozzi, Matteo
;
Brownlees, Christian
- In:
Journal of Applied Econometrics
34
(
2019
)
3
,
pp. 347-364
Persistent link: https://www.econbiz.de/10012082824
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