@misc{BillioCaporinFrattaroloetal.2018,
  author    = {Monica Billio and Massimiliano Caporin and Lorenzo Frattarolo and Loriana Pelizzon},
  title     = {Networks in risk spillovers: A Multivariate GARCH Perspective},
  booktitle = {SAFE working paper series ; No. 225},
  doi       = {10.2139/ssrn.3239369},
  url       = {https://ssrn.com/abstract=3239369},
  institution = {Wirtschaftswissenschaften},
  series    = {SAFE working paper},
  number    = {225},
  type      = {workingpaper},
  pages     = {86},
  year        = {2018},
}