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Ktisis Cyprus University of Technology
Research Outputs
Browsing by Subject
GARCH models
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Showing results 1 to 4 of 4
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Issue Date
Title
Author(s)
1-Apr-2007
A conditional-SGT-VaR approach with alternative GARCH models
Bali, Turan G.
; Theodossiou, Panayiotis
Apr-2007
A conditional-SGT-VaR approach with alternative GARCH models
Bali, Turan G.
; Theodossiou, Panayiotis
Jul-2021
Is British output growth related to its uncertainty? Evidence using eight centuries of data
Bredin, Don
; Fountas, Stilianos
; Savva, Christos S.
24-May-2013
Stock price volatility and informational efficiency following the mandatory adoption of IFRS in Europe
Lambertides, Neophytos
; Mazouz K., Khelifa
