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Results for Time varying GARCH models
Publications & Outputs
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 Journal/Magazine
›
Journal article
›
peer-review