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Stock index realized volatility forecasting in the presence of heterogeneous leverage effects and long range dependence in the volatility of realized volatility
Louzis, Dimitrios P.; Xanthopoulos-Sisinis, Spyros; … - In: Applied economics 44 (2012) 27, pp. 3533-3551
Persistent link: https://www.econbiz.de/10009817793
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Stock index realized volatility forecasting in the presence of heterogeneous leverage effects and long range dependence in the volatility of realized volatility
Louzis, Dimitrios P.; Xanthopoulos-Sisinis, Spyros; … - In: Applied economics 44 (2012) 25/27, pp. 3533-3550
Persistent link: https://www.econbiz.de/10009619742
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Profit strategy of Greek banks : cross-subsidization and diversification versus complementarity
Louzis, Dimitrios P.; Vouldis, Angelos T. - In: Applied economics 49 (2017) 44, pp. 4460-4481
Persistent link: https://www.econbiz.de/10011843302