Have the GIPSI settled down? Breaks and multivariate stochastic volatility models for, and not against, the European financial integration

Bartosz Gębka, Michail Karoglou*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

Fingerprint

Dive into the research topics of 'Have the GIPSI settled down? Breaks and multivariate stochastic volatility models for, and not against, the European financial integration'. Together they form a unique fingerprint.

Business & Economics