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

Menelaos Karanasos, Stavroula Yfanti, Michail Karoglou

Research output: Unpublished contribution to conference › Unpublished Conference Paper

Original language	English
Publication status	Unpublished - 2013
Event	Banking, finance, money and institutions: the post crisis era - University of Surrey, Guildford, United Kingdom Duration: 2 Nov 2013 → 3 Nov 2013

Conference	Banking, finance, money and institutions: the post crisis era
Country/Territory	United Kingdom
City	Guildford
Period	2/11/13 → 3/11/13

Using breaks to capture the evolution of black swans
Karoglou, M. & Chatzikonstanti, V., 2013, (Unpublished).
Research output: Unpublished contribution to conference › Unpublished Conference Paper

Cite this

@conference{548bf2eeda274df79bc2f976a9cff721,

title = "Multivariate FIAPARCH modeling with dynamic correlation analysis of financial markets in times of crisis with structural breaks",

author = "Menelaos Karanasos and Stavroula Yfanti and Michail Karoglou",

year = "2013",

language = "English",

note = "Banking, finance, money and institutions: the post crisis era ; Conference date: 02-11-2013 Through 03-11-2013",

}

Multivariate FIAPARCH modeling with dynamic correlation analysis of financial markets in times of crisis with structural breaks. / Karanasos, Menelaos; Yfanti, Stavroula; Karoglou, Michail.
2013. Paper presented at Banking, finance, money and institutions: the post crisis era, Guildford, United Kingdom.

Research output: Unpublished contribution to conference › Unpublished Conference Paper

TY - CONF

T1 - Multivariate FIAPARCH modeling with dynamic correlation analysis of financial markets in times of crisis with structural breaks

AU - Karanasos, Menelaos

AU - Yfanti, Stavroula

AU - Karoglou, Michail

PY - 2013

Y1 - 2013

M3 - Unpublished Conference Paper

T2 - Banking, finance, money and institutions: the post crisis era

Y2 - 2 November 2013 through 3 November 2013

ER -