Brunel University Research Archive(BURA) preserves and enables easy and open access to all
types of digital content. It showcases Brunel's research outputs.
Research contained within BURA is open access, although some publications may be subject
to publisher imposed embargoes. All awarded PhD theses are also archived on BURA.
Browsing by Subject Asymmetric volatility
Showing results 1 to 2 of 2
| Issue Date | Title | Author(s) |
|---|---|---|
| 2017 | Modelling house price cycles in large metropolitan areas | Alqaralleh, Huthaifa Sameeh |
| 2015 | Multivariate FIAPARCH modelling of financial markets with dynamic correlations in times of crisis | Karanasos, M; Yfanti, S; Karoglou, M |