stavroula Yfanti

Brunel University London

Kingston Lane

Uxbridge, Middlesex UB8 3PH

United Kingdom

SCHOLARLY PAPERS

1

DOWNLOADS

114

CITATIONS

0

Scholarly Papers (1)

1.

Modelling Returns and Volatilities During Financial Crises: A Time Varying Coefficient Approach

Number of pages: 36 Posted: 29 Mar 2014
Brunel University London - Economics and Finance, The Center for Research and Applications of Nonlinear Systems (CRANS) Department of Mathematics, Division of Applied Analysis, University of Patras, University of Sussex -University of Sussex Business School, Aston University and Brunel University London
Downloads 114 (238,016)
Citation 2

Abstract:

Loading...

financial crisis, stochastic difference equations, structural breaks, time varying coefficients, volatility spillovers