Nikolaos Antonakakis - Researcher Profile

Publications

1 shown

Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions

Nikolaos Antonakakis , Ioannis Chatziantoniou , David Gabauer

In this study, we enhance the dynamic connectedness measures originally introduced by Diebold and Yılmaz (2012, 2014) with a time-varying parameter vector autoregressive model (...

2020 Journal of risk and financial management 1192 citations

Frequent Co-Authors

Ioannis Chatziantoniou

University of Portsmouth

David Gabauer

Johannes Kepler University of Linz

Researcher Info

h-index: 1
Publications: 1
Citations: 1,192
Institution: University of Portsmouth

External Links

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Identifiers

ORCID: 0000-0002-0904-3678

Impact Metrics

h-index 1

h-index: Number of publications with at least h citations each.