Modelling stock volatilities during financial crises: A time varying coefficient approach
| Autor: | Karanasos, Menelaos, Paraskevopoulos, Alexandros G., Menla Ali, Faek, Karoglou, Michail, Yfanti, Stavroula |
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| Zdroj: | In Journal of Empirical Finance December 2014 29:113-128 |
| Databáze: | ScienceDirect |
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Full Text from ScienceDirect