Brunel University Research Archive(BURA) preserves and enables easy and open access to all
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Browsing by Author Karoglou, M
Showing results 2 to 4 of 4
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| Issue Date | Title | Author(s) |
|---|---|---|
| 27-Mar-2014 | Modelling Returns and Volatilities During Financial Crises: a Time Varying Coefficient Approach | Karanasos, M; Paraskevopoulos, A; Ali, FM; Karoglou, M; Yfanti, S |
| 2014 | Modelling stock volatilities during financial crises: A time varying coefficient approach | Menla Ali, F; Karanasos, M; Paraskevopoulos, AG; Karoglou, M; Yfanti, S |
| 2015 | Multivariate FIAPARCH modelling of financial markets with dynamic correlations in times of crisis | Karanasos, M; Yfanti, S; Karoglou, M |