Laura Parisi

Dynamic hierarchical models for monetary transmission

Laura Parisi, L. Parisi, 2017, Stat. Anal. Data Min..

CoRisk: Measuring Contagion Risk with Correlation Network Models

Paolo Giudici, Laura Parisi, Paolo Giudici, 2018 .

Sovereign risk in the Euro area: a multivariate stochastic process approach

Paolo Giudici, Laura Parisi, Paolo Giudici, 2017 .

CoRisk: Credit Risk Contagion with Correlation Network Models

Paolo Giudici, Laura Parisi, Paolo Giudici, 2018, Risks.