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- CSB - MetaPress - Google - Bing - Yahoo
 | 2010 | |
|---|---|---|
| 5 |      | 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) |
| 4 | | Massimiliano Caporin, Francesco Lisi: Misspecification tests for periodic long memory GARCH models. Statistical Methods and Applications 19(1): 47-62 (2010) |
| 2009 | ||
| 3 | | Monica Billio, Massimiliano Caporin: A generalized Dynamic Conditional Correlation model for portfolio risk evaluation. Mathematics and Computers in Simulation 79(8): 2566-2578 (2009) |
| 2007 | ||
| 2 | | 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 | | 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] [3] [5] |
| 2 | Silvano Bordignon | [2] |
| 3 | Francesco Lisi | [2] [4] |
Colors in the list of coauthors
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