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Research

Dr Stavroula Yfanti

Formerly at Lancaster University

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  1. 2016
  2. Published

    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/Magazine › Journal article › peer-review

  3. 2014
  4. Published

    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

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