Resilience for financial networks under a multivariate GARCH model of stock index returns with multiple regimes
| Title: | Resilience for financial networks under a multivariate GARCH model of stock index returns with multiple regimes |
|---|---|
| Authors: | Cerqueti, RoyAff1, Aff2; Gatfaoui, HayetteAff3, IDs1047902305756x_cor2; Rotundo, GiuliaAff4 |
| Source: | Annals of Operations Research. :1-27 |
| Database: | Springer Nature Journals |