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Modelling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH model. (2007). Teräsvirta, Timo ; Silvennoinen, Annastiina ; Terasvirta, Timo.
In: SSE/EFI Working Paper Series in Economics and Finance.
RePEc:hhs:hastef:0652.

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  1. A non-linear analysis of the sovereign bank nexus in the EU. (2020). Paladino, Giovanna ; Cifarelli, Giulio.
    In: The Journal of Economic Asymmetries.
    RePEc:eee:joecas:v:21:y:2020:i:c:s170349491930074x.

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  2. Volatility models. (2011). Laurent, Sébastien ; Hafner, Christian ; Bauwens, Luc.
    In: LIDAM Discussion Papers CORE.
    RePEc:cor:louvco:2011058.

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  3. Modelling Interbank Relations during the International Financial Crisis. (2010). Aslanidis, Nektarios ; Savva, Christos S.
    In: Working Papers.
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  4. Co-movements between US and UK stock prices: the role of time-varying conditional correlations. (2010). Sensier, Marianne ; Osborn, Denise ; Aslanidis, Nektarios.
    In: International Journal of Finance & Economics.
    RePEc:ijf:ijfiec:v:15:y:2010:i:4:p:366-380.

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  5. Business cycle synchronization of the euro area with the new and negotiating member countries. (2010). Savva, Christos ; Osborn, Denise ; Neanidis, Kyriakos.
    In: International Journal of Finance & Economics.
    RePEc:ijf:ijfiec:v:15:y:2010:i:3:p:288-306.

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  6. Progress Towards to Equity Market Integration in Eastern Europe. (2008). Aslanidis, Nektarios ; Dungey, Mardi ; Savva, Christos S.
    In: Working Papers.
    RePEc:urv:wpaper:2072/13265.

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  7. Stock market integration between new EU member states and the Euro-zone. (2008). Savva, Christos ; Aslanidis, Nektarios.
    In: Working Papers.
    RePEc:urv:wpaper:2072/13263.

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  8. Hierarchical hidden Markov structure for dynamic correlations: the hierarchical RSDC model.. (2008). Charlot, Philippe ; Marimoutou, Velayoudom.
    In: Working Papers.
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  9. Multivariate GARCH models. (2008). Teräsvirta, Timo ; Silvennoinen, Annastiina ; Terasvirta, Timo.
    In: CREATES Research Papers.
    RePEc:aah:create:2008-06.

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  10. Business Cycle Synchronization of the Euro Area with the New and Negotiating Member Countries. (2007). Savva, Christos ; Osborn, Denise ; Neanidis, Kyriakos.
    In: Centre for Growth and Business Cycle Research Discussion Paper Series.
    RePEc:man:cgbcrp:91.

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References

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