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

Cite this

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

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Karanasos, M, Yfanti, S & Karoglou, M 2013, 'Multivariate FIAPARCH modeling with dynamic correlation analysis of financial markets in times of crisis with structural breaks' Paper presented at Banking, finance, money and institutions: the post crisis era, Guildford, United Kingdom, 2/11/13 - 3/11/13, .

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: Contribution to conferencePaper

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 - Paper

ER -

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