Monica Billio

List of publications from the DBLP Bibliography Server - FAQ

2005

1 EE Monica Billio, Massimiliano Caporin: Multivariate Markov switching dynamic conditional correlation GARCH representations for contagion analysis. Statistical Methods and Applications 14(2): 145-161 (2005)

2005
1	EE	Monica Billio, Massimiliano Caporin: Multivariate Markov switching dynamic conditional correlation GARCH representations for contagion analysis. Statistical Methods and Applications 14(2): 145-161 (2005)

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