Systemic Risk Tomography || List of Authors
- 作者Billio, Monica
- 文件大小1512.04KB
- 发表时间2017
- DOI10.1016/b978-1-78548-085-0.50013-3
- 页码275-276
Portfolio symmetry and momentumMonica Billio; Ludovic Calès; Dominique Guégan · 2011
Which Market Integration Measure?Billio, Monica · SSRN Electronic Journal · 2016
Modeling Contagion and Systemic RiskBianchi, Daniele; Billio, Monica; Casarin, Roberto · SSRN Electronic Journal · 2014
Bayesian nonparametric sparse VAR modelsBillio, Monica; Casarin, Roberto; Rossini, Luca · Journal of Econometrics · 2019
Systemic Risk Tomography || List of AuthorsBillio, Monica · 2017
Dynamic risk exposures in hedge fundsMonica Billio; Mila Getmansky; Loriana Pelizzon · 2012
Combination schemes for turning point predictionsMonica Billio; Roberto Casarin; Francesco Ravazzolo; Herman K. van Dijk · 2012
Combination Schemes for Turning Point PredictionsBillio, Monica; Casarin, Roberto; Ravazzolo, Francesco; van Dijk, H. K. · SSRN Electronic Journal · 2011