@misc{BernardiCostola2019,
  author    = {Mauro Bernardi and Michele Costola},
  title     = {High-dimensional sparse financial networks through a regularised regression model},
  booktitle = {SAFE working paper series ; No. 244},
  number    = {February 12, 2019},
  url       = {https://ssrn.com/abstract=3342240},
  institution = {Wirtschaftswissenschaften},
  series    = {SAFE working paper},
  number    = {244},
  type      = {workingpaper},
  pages     = {51},
  year        = {2019},
}