Using breaks to capture the evolution of black swans

Michail Karoglou, Vasiliki Chatzikonstanti

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

Research Output

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

Karanasos, M., Yfanti, S. & Karoglou, M., 2013, (Unpublished).

Research output: Contribution to conferencePaper

Cite this

Karoglou, M., & Chatzikonstanti, V. (2013). Using breaks to capture the evolution of black swans. Paper presented at Banking, finance, money and institutions: the post crisis era, Guildford, United Kingdom.