Arsenios-Georgios N. Prelorentzos
Personal Details
First Name: | Arsenios-Georgios |
Middle Name: | N. |
Last Name: | Prelorentzos |
Suffix: | |
RePEc Short-ID: | ppr459 |
[This author has chosen not to make the email address public] | |
Affiliation
Theoretical and Applied Economics and Law Lab
School of Applied Mathematics and Physical Sciences
National Technical University of Athens
Athens, Greecehttp://www.aked.ntua.gr/tael/
RePEc:edi:ltntugr (more details at EDIRC)
Research output
Jump to: ArticlesArticles
- Prelorentzos, Arsenios-Georgios N. & Konstantakis, Konstantinos N. & Michaelides, Panayotis G. & Xidonas, Panos & Goutte, Stephane & Thomakos, Dimitrios D., 2024. "Introducing the GVAR-GARCH model: Evidence from financial markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 91(C).
Citations
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- Prelorentzos, Arsenios-Georgios N. & Konstantakis, Konstantinos N. & Michaelides, Panayotis G. & Xidonas, Panos & Goutte, Stephane & Thomakos, Dimitrios D., 2024.
"Introducing the GVAR-GARCH model: Evidence from financial markets,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 91(C).
Cited by:
- Theodoros Daglis & Konstantinos N. Konstantakis & Panos Xidonas & Panayotis G. Michaelides & Areistidis Samitas, 2024. "Solar Weather Dynamics and the US Economy: A Comprehensive GVAR Perspective," Review of Quantitative Finance and Accounting, Springer, vol. 63(3), pages 955-977, October.
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