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Results for Time varying GARCH models

Publications & Outputs

  1. 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 articlepeer-review