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~person:"Karoglou, Michail"
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Karoglou, Michail
Alòs, Elisa
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Have the GIPSI settled down? : breaks and multivariate
stochastic
volatility
models
for, and not against, the European financial integration
Ge̜bka, Bartosz
;
Karoglou, Michail
- In:
Journal of banking & finance
37
(
2013
)
9
,
pp. 3639-3653
Persistent link: https://www.econbiz.de/10010126309
Saved in:
2
Have the GIPSI settled down? Breaks and multivariate
stochastic
volatility
models
for, and not against, the European financial integration
Gębka, Bartosz
;
Karoglou, Michail
- In:
Journal of Banking & Finance
37
(
2013
)
9
,
pp. 3639-3653
combination of tests for structural breaks and return correlations derived from several multivariate
stochastic
volatility
models
…
Persistent link: https://www.econbiz.de/10011065625
Saved in:
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