Pinned Repositories
Econometric-measures-of-connectedness-and-systemic-risk-in-the-finance-and-insurance-sectors
Follow up the paper of Monica Billio, Mila Getmansky, Andrew Lo and Loriana Pelizzon, Journal of Financial Economics, 2012, vol. 104, issue 3, 535-559
xinyang1991728's Repositories
xinyang1991728/Econometric-measures-of-connectedness-and-systemic-risk-in-the-finance-and-insurance-sectors
Follow up the paper of Monica Billio, Mila Getmansky, Andrew Lo and Loriana Pelizzon, Journal of Financial Economics, 2012, vol. 104, issue 3, 535-559