Nikolaos Antonakakis

1. Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions
   2020/04/24 by Nikolaos Antonakakis, Ioannis Chatziantoniou, David Gabauer · 6 citations
   Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #Market Dynamics and Volatility #Monetary Policy and Economic Impact