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: Contribution to conferencePaper

Original languageEnglish
Publication statusUnpublished - 2013
EventBanking, finance, money and institutions: the post crisis era - University of Surrey, Guildford, United Kingdom
Duration: 2 Nov 20133 Nov 2013

Conference

ConferenceBanking, finance, money and institutions: the post crisis era
CountryUnited Kingdom
CityGuildford
Period2/11/133/11/13

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