Maligkris, Anastasios; Koulakiotis, Athanasios; Kiohos, … - In: International Journal of Financial Markets and Derivatives 3 (2012) 1, pp. 12-19
This paper examines the two financial crises of the Athens Stock Market during the last decade, in order to help investors and academics to understand better its attitude in periods of crises. In this analysis, it was employed a Quandt-Andrews Test, a GJR-GARCH model with two diagnostic tests...