Authors: Campos, Nauro^1,2,3 (AUTHOR), Karanasos, Menelaos⁴ (AUTHOR) menelaos.karanasos@brunel.ac.uk, Koutroumpis, Panagiotis⁵ (AUTHOR), Zhang, Zihui⁴ (AUTHOR)

Superior Title: Journal of Institutional Economics. Dec2020, Vol. 16 Issue 6, p883-910. 28p.

Authors: CONRAD, CHRISTIAN¹, KARANASOS, MENELAOS² menelaos.karanasos@brunel.ac.uk

Superior Title: Econometric Theory. Jun2010, Vol. 26 Issue 3, p838-862. 25p. 1 Chart, 4 Graphs.

Subject Terms: *ECONOMICS, *MATHEMATICAL models, *MARKET volatility, *MULTIVARIATE analysis, GARCH model