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Shifts in volatility driven by large stock market shocks

dc.contributor.authorDendramis, Yiannisen
dc.contributor.authorKapetanios, Georgeen
dc.contributor.authorTzavalis, Eliasen
dc.creatorDendramis, Yiannisen
dc.creatorKapetanios, Georgeen
dc.creatorTzavalis, Eliasen
dc.date.accessioned2019-04-24T06:29:33Z
dc.date.available2019-04-24T06:29:33Z
dc.date.issued2015
dc.identifier.urihttp://gnosis.library.ucy.ac.cy/handle/7/46802en
dc.language.isoengen
dc.sourceJournal of Economic Dynamics and Controlen
dc.titleShifts in volatility driven by large stock market shocksen
dc.typeinfo:eu-repo/semantics/article
dc.identifier.doi10.1016/j.jedc.2015.03.006
dc.description.volume55
dc.description.startingpage130
dc.description.endingpage147
dc.author.facultyΣχολή Οικονομικών Επιστημών και Διοίκησης / Faculty of Economics and Management
dc.author.departmentΤμήμα Λογιστικής και Χρηματοοικονομικής / Department of Accounting and Finance
dc.type.uhtypeArticleen
dc.contributor.orcidDendramis, Yiannis [0000-0002-0051-5050]
dc.description.totalnumpages130-147
dc.gnosis.orcid0000-0002-0051-5050


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