Funding for this research was provided by:
Università Degli Studi di Modena e Reggio Emila (FAR19 Risk assessment in the EU: new indices based on machine learning methods (REU), FAR2017 The role of Asymmetry, Kolmogorov equations in financial Risk Modelling (ARM), FAR15 A SKEWness index for Europe (EU-SKEW))
Fondazione Cassa di Risparmio di Modena (Volatility, higher order moments: new measures, indices of financial connectedness (IMOM))
Article History
First Online: 12 February 2020