Multivariate FIAPARCH modelling of financial markets with dynamic correlations in times of crisis
| Autor: | Karanasos, Menelaos, Yfanti, Stavroula, Karoglou, Michail |
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| Zdroj: | In International Review of Financial Analysis May 2016 45:332-349 |
| Databáze: | ScienceDirect |
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Full Text from ScienceDirect