Modeling common volatility characteristics and dynamic risk premia in European equity markets

Gregory Koutmos, Johan Knif, George Philippatos

Research output: Contribution to journalArticleScientificpeer-review

1 Citation (Scopus)
Original languageEnglish
Peer-reviewed scientific journalThe Quarterly Review of Economics and Finance
Volume48
Pages (from-to)567-578
Number of pages12
ISSN1062-9769
Publication statusPublished - 2008
MoE publication typeA1 Journal article - refereed

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