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~person:"Floros, Christos"
~subject:"Börsenkurs"
~subject:"Risk measure"
~type:"article"
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Börsenkurs
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19
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9
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Floros, Christos
Ma, Feng
25
Gupta, Rangan
22
Chiang, Thomas C.
15
Tiwari, Aviral Kumar
15
Bouri, Elie
14
Kang, Sang Hoon
13
Zhang, Yaojie
13
Degiannakis, Stavros
12
McAleer, Michael
11
Molnár, Peter
11
Yoon, Seong-min
11
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10
Francq, Christian
10
Hammoudeh, Shawkat
10
Su, Jung-bin
10
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9
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9
McMillan, David G.
9
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9
Wei, Yu
9
Xuan Vinh Vo
9
Aloui, Chaker
8
Demirer, Rıza
8
Giot, Pierre
8
Jawadi, Fredj
8
Karmakar, Madhusudan
8
Maheswaran, S.
8
Mensi, Walid
8
Nguyen, Duc Khuong
8
Wu, Xinyu
8
Zakoïan, Jean-Michel
8
Ardia, David
7
Gillas, Konstantinos Gkillas
7
Huang, Zhuo
7
Li, Steven
7
Li, Yan
7
Liu, Hung-Chun
7
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International review of financial analysis
3
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2
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1
Research in international business and finance
1
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1
The Manchester School
1
The North American journal of economics and finance : a journal of theory and practice
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ECONIS (ZBW)
11
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1
Volatility spillovers across the spot and futures oil markets after news announcements
Apostolakis, George N.
;
Floros, Christos
;
Gillas, …
- In:
The North American journal of economics and finance : a …
69
(
2024
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014445527
Saved in:
2
Political uncertainty, COVID-19 pandemic and stock market volatility transmission
Apostolakis, George N.
;
Floros, Christos
;
Gillas, …
- In:
Journal of international financial markets, …
74
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012803182
Saved in:
3
Realized volatility spillovers between US spot and futures during ECB news : evidence from the European sovereign debt crisis
Gillas, Konstantinos Gkillas
;
Konstantatos, Christoforos
; …
- In:
International review of financial analysis
74
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012803941
Saved in:
4
Quantile dependencies between discontinuities and time-varying rare disaster risks
Gillas, Konstantinos Gkillas
;
Floros, Christos
; …
- In:
The European journal of finance
27
(
2021
)
10
,
pp. 932-962
Persistent link: https://www.econbiz.de/10012609242
Saved in:
5
Accounting and stock market performance in the US : evidence from joiners and leavers
Floros, Christos
;
Tabouratzi, Efthalia
;
Charamis, Dimitris
- In:
Theoretical economics letters
7
(
2017
)
4
,
pp. 696-708
Persistent link: https://www.econbiz.de/10011706530
Saved in:
6
Oil and stock returns : evidence from European industrial sector indices in a time-varying environment
Degiannakisa, Stavros
;
Filis, George
;
Floros, Christos
- In:
Journal of international financial markets, …
26
(
2013
),
pp. 175-191
Persistent link: https://www.econbiz.de/10010234924
Saved in:
7
Dynamic correlation between stock market and oil prices : the case of oil-importing and oil-exporting countries
Filis, George
;
Degiannakis, Stavros
;
Floros, Christos
- In:
International review of financial analysis
20
(
2011
)
3
,
pp. 152-164
Persistent link: https://www.econbiz.de/10009295790
Saved in:
8
A Monte Carlo simulation approach to forecasting multi-period value-at-risk and expected shortfall using the FIGARCH-SKT specification
Degiannakis, Stavros
;
Dent, Pamela
;
Floros, Christos
- In:
The Manchester School
82
(
2014
)
1
,
pp. 71-102
Persistent link: https://www.econbiz.de/10010419583
Saved in:
9
Forecasting value-at-risk and expected shortfall using fractionally integrated models of conditional volatility : international evidence
Degiannakis, Stavros
;
Floros, Christos
;
Dent, Pamela
- In:
International review of financial analysis
27
(
2013
),
pp. 21-33
Persistent link: https://www.econbiz.de/10009736952
Saved in:
10
Modeling CAC40 volatility using ultra-high frequency data
Degiannakis, Stavros
;
Floros, Christos
- In:
Research in international business and finance
28
(
2013
),
pp. 68-81
Persistent link: https://www.econbiz.de/10009725156
Saved in:
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