Manthos Vogiatzoglou

University of Macedonia - Department of Business Administration

researcher

Thessaloniki

Greece

SCHOLARLY PAPERS

2

DOWNLOADS

493

SSRN CITATIONS

0

CROSSREF CITATIONS

3

Scholarly Papers (2)

1.

Dynamic Copula Toolbox

Number of pages: 17 Posted: 24 Apr 2017
Manthos Vogiatzoglou
University of Macedonia - Department of Business Administration
Downloads 464 (67,193)
Citation 3

Abstract:

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Copula - GARCH, Copula - Vines, MATLAB

2.

F-Vine Copula: Profiting from Asset Price Heterogeneity to Estimate Systematic Risk

Number of pages: 29 Posted: 24 Apr 2017
Catherine Kyrtsou, Anna Nicolaou and Manthos Vogiatzoglou
University of Macedonia - Department of Economics, University of Macedonia and University of Macedonia - Department of Business Administration
Downloads 29 (512,845)

Abstract:

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