Research | Funded Projects
Research Funded Projects
SPARSE ESTIMATION OF DYNAMIC REALIZED COVARIANCE MODELS AND SYSTEMIC RISK ESTIMATION
| Department | Dipartimento di Scienze Economiche e Statistiche/DISES | |
| Principal Investigator | STORTI Giuseppe | |
| Funding | University funds | |
| Funders | Università degli Studi di SALERNO | |
| Cost | 2.120,00 euro | |
| Project duration | 25 July 2022 - 25 July 2025 | |
| Research Team | STORTI Giuseppe (Project Coordinator) AMENDOLA Alessandra (Researcher) CANDILA VINCENZO (Researcher) METULINI Rodolfo (Researcher) |
