Giles E. Spungin

Forecasting VaR models under Different Volatility Processes and Distributions of Return Innovations

Y. Dendramis, Elias Tzavalis, Giles E. Spungin, 2014 .

Forecasting VAR Models in the Presence of Regime Shifts in Variance and Egarch Effects

Y. Dendramis, Elias Tzavalis, Giles E. Spungin, 2012 .