View in EDS HTML Full Text PDF Full Text

Correction: Resilience for financial networks under a multivariate GARCH model of stock index returns with multiple regimes.

Saved in:
Bibliographic Details
Title: Correction: Resilience for financial networks under a multivariate GARCH model of stock index returns with multiple regimes.
Authors: Cerqueti, Roy1,2, Gatfaoui, Hayette3, h.gatfaoui@ieseg.fr, Rotundo, Giulia4
Source: Annals of Operations Research; Apr2024, Vol. 335 Issue 1, p637-637, 1p
Database: Applied Science & Technology Source
Full text is not displayed to guests.
Description
ISSN:02545330
DOI:10.1007/s10479-024-05853-5