Ecosyste.ms: Papers

An open API service providing mapping between scientific papers and software projects that are mentioned in them.
All mentions data is based on the CZI Software Mentions dataset.

Papers: 10.1007/s41109-016-0008-x

https://doi.org/10.1007/s41109-016-0008-x

Building a dynamic correlation network for fat-tailed financial asset returns

Cited by: 8
Author(s): Takashi Isogai
Published: over 8 years ago

Software Mentions 1

cran: rmgarch
Multivariate GARCH Models
Papers that mentioned: 3