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~isPartOf:"International review of financial analysis"
~person:"Karanasos, Menelaos"
~person:"Rahbek, Anders"
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Karanasos, Menelaos
Rahbek, Anders
Ma, Feng
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International review of financial analysis
Discussion Papers / Department of Economics and Related Studies, University of York
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Multivariate FIAPARCH modelling of financial markets with dynamic correlations in times of crisis
Karanasos, Menelaos
;
Yfanti, Stavroula
;
Karoglou, Michail
- In:
International review of financial analysis
45
(
2016
),
pp. 332-349
Persistent link: https://www.econbiz.de/10011583871
Saved in:
2
Modelling time varying volatility spillovers and conditional correlations across commodity metal futures
Karanasos, Menelaos
;
Ali, Faek Menla
;
Margaronis, Zannis
; …
- In:
International review of financial analysis
57
(
2018
),
pp. 246-256
Persistent link: https://www.econbiz.de/10012006357
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