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Realized volatility models and alternative Value-at-Risk prediction strategies
Louzis, Dimitrios P.; Xanthopoulos-Sisinis, Spyros; … - In: Economic modelling 40 (2014), pp. 101-116
Persistent link: https://www.econbiz.de/10010425716
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A methodology for constructing a financial systemic stress index: An application to Greece
Louzis, Dimitrios P.; Vouldis, Angelos T. - In: Economic modelling 29 (2012) 4, pp. 1228-1242
Persistent link: https://www.econbiz.de/10009979301
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A methodology for constructing a financial systemic stress index : an application to Greece
Louzis, Dimitrios P.; Vouldis, Angelos T. - In: Economic modelling 29 (2012) 4, pp. 1228-1241
Persistent link: https://www.econbiz.de/10009667397