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

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1 Citation (Scopus)

Original language	English
Peer-reviewed scientific journal	The Quarterly Review of Economics and Finance
Volume	48
Pages (from-to)	567-578
Number of pages	12
ISSN	1062-9769
Publication status	Published - 2008
MoE publication type	A1 Journal article - refereed

OpenUrl availability

@article{6fdd22be902f40758e3ff5c94c466306,

title = "Modeling common volatility characteristics and dynamic risk premia in European equity markets",

author = "Gregory Koutmos and Johan Knif and George Philippatos",

year = "2008",

language = "English",

volume = "48",

pages = "567--578",

journal = "The Quarterly Review of Economics and Finance",

issn = "1062-9769",

publisher = "Elsevier BV",

}