Περιήγηση με Θέμα Multivariate GARCH

Εμφάνιση αποτελεσμάτων 1 έως 3 από 3
Ημερομηνία ΈκδοσηςΤίτλοςΣυγγραφέας
3-Ιου-2019Neglecting structural breaks when estimating and valuing dynamic correlations for asset allocationHalunga, Andreea G. ; Savva, Christos S. 
2-Αυγ-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