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Research output: Unpublished contribution to conference › Unpublished Conference Paper

1 Unpublished Conference Paper

1 results

2013

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Karoglou, M. & Chatzikonstanti, V., 2013, (Unpublished).
Research output: Unpublished contribution to conference › Unpublished Conference Paper