Search results

• 2013

  Multivariate FIAPARCH modeling with dynamic correlation analysis of financial markets in times of crisis with structural breaks

  Karanasos, M., Yfanti, S. & Karoglou, M., 2013, (Unpublished).

  Research output: Unpublished contribution to conference › Unpublished Conference Paper

• Using breaks to capture the evolution of black swans

  Karoglou, M. & Chatzikonstanti, V., 2013, (Unpublished).

  Research output: Unpublished contribution to conference › Unpublished Conference Paper