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Multivariate FIAPARCH modelling of financial markets with dynamic correlations in times of crisis
Karanasos, Menelaos, Yfanti, Stavroula, Karoglou, MichailLanguage:
english
Journal:
International Review of Financial Analysis
DOI:
10.1016/j.irfa.2014.09.002
Date:
October, 2014
File:
PDF, 2.18 MB
english, 2014