Multivariate FIAPARCH modelling of financial markets with dynamic correlations in times of crisis

Bibliographic Details
Title:	Multivariate FIAPARCH modelling of financial markets with dynamic correlations in times of crisis
Authors:	Karanasos, Menelaos, Yfanti, Stavroula, Karoglou, Michail
Superior Title:	In International Review of Financial Analysis May 2016 45:332-349
Database:	ScienceDirect

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