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Issue Date | Title | Author(s) |
---|---|---|
28-Feb-2020 | On the macro-drivers of realized volatility: the destabilizing impact of UK policy uncertainty across Europe | Karanasos, M; Yfanti, S |
4-Jan-2020 | The long memory HEAVY process: modeling and forecasting financial volatility | Karanasos, M; Yfanti, S; Christopoulos, A |
9-Oct-2020 | A three-dimensional asymmetric power HEAVY model | Yfanti, S; Chortareas, G; Karanasos, M; Noikokyris, E |