Home > Research > Browse

Results for Contagion effects

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 Journal/MagazineJournal articlepeer-review