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

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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
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  Data: Correction: Resilience for financial networks under a multivariate GARCH model of stock index returns with multiple regimes.
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      – Type: doi
        Value: 10.1007/s10479-024-05853-5
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      – Code: eng
        Text: English
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        PageCount: 1
        StartPage: 637
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      – TitleFull: Correction: Resilience for financial networks under a multivariate GARCH model of stock index returns with multiple regimes.
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            NameFull: Cerqueti, Roy
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            NameFull: Gatfaoui, Hayette
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            NameFull: Rotundo, Giulia
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              Text: Apr2024
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              Y: 2024
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