Connectedness Measures of Spatial Contagion in the Banking and Insurance Sector. - Fabrizio Durante; Enrico Foscolo; Piotr Jaworski; Hao Wang 095 (SMPS, 2014)

A spatial contagion measure for financial time series. - Fabrizio Durante; Enrico Foscolo; Piotr Jaworski; Hao Wang 095 (Expert Syst. Appl., 2014)

A Portfolio Diversification Strategy via Tail Dependence Clustering. - Hao Wang 095; Roberta Pappadà; Fabrizio Durante; Enrico Foscolo (SMPS, 2016)