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Dynamic dependence structure between energy markets and the Italian stock index
Masala, Giovanni
- In:
Investment management and financial innovations
15
(
2018
)
2
,
pp. 60-67
Persistent link: https://www.econbiz.de/10012055096
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Drawdown risk measures for asset portfolios with high frequency data
Masala, Giovanni
;
Petroni, Filippo
- In:
Annals of finance
19
(
2023
)
2
,
pp. 265-289
Persistent link: https://www.econbiz.de/10014326787
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