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Stochastic properties and pricing of Bitcoin using a GJR-GARCH model with conditional skewness and kurtosis components
Theodossiou, Panayiotis; Ellina, Polina; Savva, Christos S. - In: Review of quantitative finance and accounting 59 (2022) 2, pp. 695-716
Persistent link: https://www.econbiz.de/10013459306
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Predicting Corporate Financial Distress: A Time-Series CUSUM Methodology
Kahya, Emel; Theodossiou, Panayiotis - In: Review of quantitative finance and accounting 13 (1999) 4, pp. 323-346
Persistent link: https://www.econbiz.de/10007183559
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Short-horizon event study estimation with a STAR model and real contaminated events
Andreou, Panayiotis C.; Louca, Christodoulos; Savva, … - In: Review of quantitative finance and accounting 47 (2016) 3, pp. 673-697
Persistent link: https://www.econbiz.de/10011595698
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Idiosyncratic volatility puzzle : influence of macro-finance factors
Aslanidis, Nektarios; Christiansen, Charlotte; … - In: Review of quantitative finance and accounting 52 (2019) 2, pp. 381-401
Persistent link: https://www.econbiz.de/10012171614