Correction: Resilience for financial networks under a multivariate GARCH model of stock index returns with multiple regimes.
Roy CerquetiHayette GatfaouiGiulia RotundoPublished in: Ann. Oper. Res. (2024)
Keyphrases
- garch model
- stock index
- stock market
- stock index futures
- portfolio management
- multivariate time series
- empirical analysis
- financial markets
- stock price
- stock exchange
- short term
- financial data
- portfolio optimization
- financial time series
- sar images
- long term
- portfolio selection
- non stationary
- transaction costs
- high dimensional