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Spillover effects between US and major European stock markets
Al-Zeaud, Hussein Ali, (2014)
Return and volatility spillovers across equity markets in mainland China, Hong Kong and the United States
Mohammadi, Hassan, (2015)
Modeling conditional correlations of asset returns : a smooth transition approach
Silvennoinen, Annastiina, (2015)
On the generalised Pearson distribution for application in financial time series modelling
Stavroyiannis, Stavros, (2014)
A note on the Nelson-Cao inequality constraints in the GJR-GARCH model : is there a leverage effect?
Stavroyiannis, Stavros, (2018)
Expected shortfall and tail conditional expectation with the Pearson type IV distribution
Stavroyiannis, Stavros, (2016)