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~institution:"arXiv.org"
~language:"und"
~person:"Ali, Faek Menla"
~person:"Prusty, Manamohan"
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Ali, Faek Menla
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Modelling Returns and Volatilities During Financial Crises: a Time Varying Coefficient Approach
Karanasos, Menelaos
;
Paraskevopoulos, Alexandros
;
Ali, …
-
arXiv.org
-
2014
DAX, and those of NIKKEI and Hang Seng, which became more prominent during the recent
financial
crisis
. Our theoretical …
Persistent link: https://www.econbiz.de/10010754252
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