Modelling Returns and Volatilities During Financial Crises: a Time Varying Coefficient Approach
Year of publication: |
2014-03
|
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Authors: | Karanasos, Menelaos ; Paraskevopoulos, Alexandros ; Ali, Faek Menla ; Karoglou, Michail ; Yfanti, Stavroula |
Institutions: | arXiv.org |
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