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Autor:
Panagiotis Lazaris, Evangelos Stavroulakis, Anastasios Petropoulos, Vrettakou X, Nikos E. Vlachogiannakis, Siakoulis
Publikováno v:
SSRN Electronic Journal.
The outbreak of the pandemic of COVID-19 in the beginning of 2020 had a significant impact both to the real economy and to the financial markets which exhibited high volatility movements of unprecedented scale. In this study we employ an AR(1)-GARCH(
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::fce07d76065009f69b79a8ce4472fb75
https://doi.org/10.2139/ssrn.3699340
https://doi.org/10.2139/ssrn.3699340
