Publications

Pietro CORETTO Publications


2021
Contributo in volume (Capitolo o Saggio)
A GARCH–type model with cross-sectional volatility clusters.
In Corazza, M., Gilli, M., Perna, C., Pizzi, C., Sibillo, M Mathematical and Statistical Methods for Actuarial Sciences and Finance Pag.1-6 Springer International Publishing.
ISBN:978-3-030-78965-7
Coretto, Pietro; La Rocca, Michele; Storti, Giuseppe
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