Systemic risk via dynamic correlations

Dellaportas, Petros; Plataniotis, Anastasios; Titsias, Anastasios; (2016) Systemic risk via dynamic correlations. In: Billio, M and Pelizzon, L and Savona, R, (eds.) Systemic Risk Tomography Signals, Measurement and Transmission Channels. Elsevier

http://ift.tt/2iHhAsG