| |
| 2007 | ||
|---|---|---|
| 2 | EE | Silvano Bordignon, Massimiliano Caporin, Francesco Lisi: Generalised long-memory GARCH models for intra-daily volatility. Computational Statistics & Data Analysis 51(12): 5900-5912 (2007) |
| 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) |
| 1 | Monica Billio | [1] |
| 2 | Silvano Bordignon | [2] |
| 3 | Francesco Lisi | [2] |