Using breaks to capture the evolution of black swans

Research output: Unpublished contribution to conference › Unpublished Conference Paper

Original language	English
Publication status	Unpublished - 2013
Event	Banking, finance, money and institutions: the post crisis era - University of Surrey, Guildford, United Kingdom Duration: 2 Nov 2013 → 3 Nov 2013

Conference	Banking, finance, money and institutions: the post crisis era
Country/Territory	United Kingdom
City	Guildford
Period	2/11/13 → 3/11/13

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Karanasos, M., Yfanti, S. & Karoglou, M., 2013, (Unpublished).
Research output: Unpublished contribution to conference › Unpublished Conference Paper

Research output