Browsing by Author "Syriopoulos, T."
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Dynamic volatility and external security related shocks: The case of the Athens Stock Exchange
Athanassiou, E.; Kollias, C.; Syriopoulos, T. (2006)This paper analyses the impact of exogenous national security related shocks on the time-varying volatility structure of the Greek stock market. Alternative autoregressive conditional heteroscedastic models are estimated, ...