E-LIB Suche - Ergebnisse für: BILLIO, Monica

1

Learning from experts: Energy efficiency in residential bui..:

Billio, Monica ; Casarin, Roberto ; Costola, Michele.
Energy Economics. 136 (2024) - p. 107650 , 2024

Link: https://doi.org/10.1016/..

2

Corrigendum to "Complexity and the default risk of mortgage..:

Billio, Monica ; Dufour, Alfonso ; Segato, Samuele.
Journal of Banking & Finance. , 2024

Link: https://doi.org/10.1016/..

3

Modeling Turning Points in the Global Equity Market:

Ahelegbey, Daniel Felix ; Billio, Monica ; Casarin, Roberto
Econometrics and Statistics. 30 (2024) - p. 60-75 , 2024

Link: https://doi.org/10.1016/..

4

COVID-19 spreading in financial networks: A semiparametric ..:

Billio, Monica ; Casarin, Roberto ; Costola, Michele.
Econometrics and Statistics. 29 (2024) - p. 113-131 , 2024

Link: https://doi.org/10.1016/..

5

The impact of network connectivity on factor exposures, ass..:

Billio, Monica ; Caporin, Massimiliano ; Panzica, Roberto.
International Review of Economics & Finance. 84 (2023) - p. 196-223 , 2023

Link: https://doi.org/10.1016/..

6

Networks in risk spillovers: A multivariate GARCH perspecti..:

Billio, Monica ; Caporin, Massimiliano ; Frattarolo, Lorenzo.
Econometrics and Statistics. 28 (2023) - p. 1-29 , 2023

Link: https://doi.org/10.1016/..

7

Complexity and the default risk of mortgage-backed securiti..:

Billio, Monica ; Dufour, Alfonso ; Segato, Samuele.
Journal of Banking & Finance. 155 (2023) - p. 106993 , 2023

Link: https://doi.org/10.1016/..

8

High-Dimensional Radial Symmetry of Copula Functions: Multi..:

Billio, Monica ; Frattarolo, Lorenzo ; Guégan, Dominique
Symmetry. 14 (2022) 1 - p. 97 , 2022

Link: https://doi.org/10.3390/..

9

Markov switching panel with endogenous synchronization effe..:

Agudze, Komla M. ; Billio, Monica ; Casarin, Roberto.
Journal of Econometrics. 230 (2022) 2 - p. 281-298 , 2022

Link: https://doi.org/10.1016/..

10

Matrix-variate Smooth Transition Models for Temporal Networ..:

, In: Emerging Topics in Statistics and Biostatistics; Innovations in Multivariate Statistical Modeling,

Billio, Monica ; Casarin, Roberto ; Costola, Michele. - p. 137-167 , 2022

Link: https://doi.org/10.1007/..

11

Bayesian Dynamic Tensor Regression:

Billio, Monica ; Casarin, Roberto ; Iacopini, Matteo.
Journal of Business & Economic Statistics. 41 (2022) 2 - p. 429-439 , 2022

Link: https://doi.org/10.1080/..

12

Bayesian Markov-Switching Tensor Regression for Time-Varyin..:

Billio, Monica ; Casarin, Roberto ; Iacopini, Matteo
Journal of the American Statistical Association. 119 (2022) 545 - p. 109-121 , 2022

Link: https://doi.org/10.1080/..

13

Complexity and the Default Risk of Mortgage-Backed Securiti..:

Billio, Monica ; Dufour, Alfonso ; Segato, Samuele. , 2021

Link: https://ssrn.com/abstrac..

14

Buildings' Energy Efficiency and the Probability of Mortgag..:

Billio, Monica ; Costola, Michele ; Pelizzon, Loriana.
The Journal of Real Estate Finance and Economics. 65 (2021) 3 - p. 419-450 , 2021

Link: https://doi.org/10.1007/..

15

Correction to: A meta-measure of performance related to bot..:

Billio, Monica ; Maillet, Bertrand ; Pelizzon, Loriana
Annals of Operations Research. 332 (2021) 1-3 - p. 1271-1271 , 2021

Link: https://doi.org/10.1007/..