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Publications & Outputs

  1. Multivariate FIAPARCH modelling of financial markets with dynamic correlations in times of crisis

    Karanasos, M., Yfanti, S. & Karoglou, M., 05/2016, In : International Review of Financial Analysis. 45, p. 332-349 18 p.

    Research output: Contribution to journalJournal article

  2. Historical impact of technological change on the US mass media advertising expenditure

    Esteban-Bravo, M., Vidal-Sanz, J. M. & Yildirim, G., 11/2015, In : Technological Forecasting and Social Change. 100, p. 306-316 11 p.

    Research output: Contribution to journalJournal article

  3. Modelling stock volatilities during financial crises: A time varying coefficient approach

    Karanasos, M., Paraskevopoulos, A., Menla Ali, F., Karoglou, M. & Yfanti, S., 12/2014, In : Journal of Empirical Finance. 29, p. 113-128 16 p.

    Research output: Contribution to journalJournal article