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A note on institutional hierarchy and volatility in financial markets
Alfarano, Simone; Milaković, Mishael; Raddant, Matthias - In: The European journal of finance 19 (2013) 5/6, pp. 449-465
Persistent link: https://www.econbiz.de/10010243602
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Multivariate GARCH with dynamic beta
Raddant, Matthias; Wagner, Friedrich - In: The European journal of finance 28 (2022) 13/15, pp. 1324-1343
Persistent link: https://www.econbiz.de/10013532205
Cover Image
A note on institutional hierarchy and volatility in financial markets
Alfarano, S.; Milakovi, M.; Raddant, M. - In: The European journal of finance 19 (2013) 6, pp. 449-465
Persistent link: https://www.econbiz.de/10010122863