Items where Author is "Yfanti, Stavroula"

Karanasos, Menelaos and Yfanti, Stavroula and Karoglou, Michail (2016) Multivariate FIAPARCH modelling of financial markets with dynamic correlations in times of crisis. International Review of Financial Analysis, 45. pp. 332-349. ISSN 1057-5219

Karanasos, Menelaos and Paraskevopoulos, Alexandros and Menla Ali, Faek and Karoglou, Michail and Yfanti, Stavroula (2014) Modelling stock volatilities during financial crises : A time varying coefficient approach. Journal of Empirical Finance, 29. pp. 113-128. ISSN 0927-5398