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

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Bibliographic Details
Title:	Resilience for financial networks under a multivariate GARCH model of stock index returns with multiple regimes.
Authors:	Cerqueti, Roy^1,2 (AUTHOR), Gatfaoui, Hayette³ (AUTHOR) h.gatfaoui@ieseg.fr, Rotundo, Giulia (AUTHOR)
Source:	Annals of Operations Research. Jan2024, p1-27.
Database:	Business Source Ultimate

Description
ISSN:	02545330
DOI:	10.1007/s10479-023-05756-x