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

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Title: Resilience for financial networks under a multivariate GARCH model of stock index returns with multiple regimes.
Authors: Cerqueti, Roy1,2 (AUTHOR), Gatfaoui, Hayette3 (AUTHOR) h.gatfaoui@ieseg.fr, Rotundo, Giulia (AUTHOR)
Source: Annals of Operations Research. Jan2024, p1-27.
Database: Business Source Ultimate
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An: 174740608
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  Data: <searchLink fieldCode="JN" term="%22Annals+of+Operations+Research%22">Annals of Operations Research</searchLink>. Jan2024, p1-27.
PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=bsu&AN=174740608
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        Value: 10.1007/s10479-023-05756-x
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      – Code: eng
        Text: English
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      – TitleFull: 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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            – D: 13
              M: 01
              Text: Jan2024
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              Y: 2024
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