Fingerprint
Dive into the research topics of 'Multivariate FIAPARCH modelling of financial markets with dynamic correlations in times of crisis'. Together they form a unique fingerprint.- Sort by
- Weight
- Alphabetically
Multivariate FIAPARCH modelling of financial markets with dynamic correlations in times of crisis
Menelaos Karanasos*, Stavroula Yfanti, Michail Karoglou
*Corresponding author for this work
Research output: Contribution to journal › Article › peer-review