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 Journal/Magazine › Journal article › peer-review