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- CSB - MetaPress - Google - Bing - Yahoo
 | 2011 | |
|---|---|---|
| 4 |      | Monica Billio, Ludovic Calès, Dominique Guégan: Portfolio symmetry and momentum. European Journal of Operational Research 214(3): 759-767 (2011) |
| 2010 | ||
| 3 | | Monica Billio, Massimiliano Caporin: Market linkages, variance spillovers, and correlation stability: Empirical evidence of financial contagion. Computational Statistics & Data Analysis 54(11): 2443-2458 (2010) |
| 2009 | ||
| 2 | | Monica Billio, Massimiliano Caporin: A generalized Dynamic Conditional Correlation model for portfolio risk evaluation. Mathematics and Computers in Simulation 79(8): 2566-2578 (2009) |
| 2005 | ||
| 1 | | 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 | Ludovic Calès | [4] |
| 2 | Massimiliano Caporin | [1] [2] [3] |
| 3 | Dominique Guégan | [4] |
Colors in the list of coauthors
Last update Sun May 27 04:04:01 2012 CET by the DBLP Team —
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