Browsing by Subject Multivariate GARCH

Showing results 1 to 3 of 3
Issue DateTitleAuthor(s)
3-Jul-2019Neglecting structural breaks when estimating and valuing dynamic correlations for asset allocationHalunga, Andreea G. ; Savva, Christos S. 
2-Aug-2015Return and Volatility Spillover among Banks and Insurers: Evidence from Pre-Crisis and Crisis PeriodsElyasiani, Elyas ; Kalotychou, Elena ; Staikouras, Sotiris K. ; Zhao, Gang 
2010Stock market integration between new EU member states and the Euro-zoneAslanidis, Nektarios ; Savva, Christos S. ; Aslanidis, Nektarios