Maria Flora, Roberto Renò. Detecting States of Distress in Financial Markets: The Case of the Italian Sovereign Debt. In Nicola Salvati, Cira Perna, Stefano Marchetti, Raymond Chambers, editors, Studies in Theoretical and Applied Statistics - SIS 2021, Pisa, Italy, June 21-25. Volume 406 of pages 175-184, Springer, 2021. [doi]
Abstract is missing.