Using breaks to capture the evolution of black swans

Research output

Research output per year 2013 2013 2013

• 1 Unpublished Conference Paper

Research output per year

Research output per year

Search results

• 2013

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  Karanasos, M., Yfanti, S. & Karoglou, M., 2013, (Unpublished).

  Research output: Unpublished contribution to conference › Unpublished Conference Paper