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A conditional-SGT-VaR approach with alternative GARCH models
Bali, Turan G.; Theodossiou, Panayiotis - 2007
Persistent link: https://www.econbiz.de/10008222028
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Mean and Volatility Spillovers Across Major National Stock Markets: Further Empirical Evidence
Theodossiou, Panayiotis; Lee, Unro - In: The journal of financial research : a publ. of the … 16 (1993) 4, pp. 337-350
Persistent link: https://www.econbiz.de/10006869748
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Financial Data and the Skewed Generalized T Distribution
Theodossiou, Panayiotis - In: Management science : journal of the Institute for … 44 (1998) 12, pp. 1650-1661
Persistent link: https://www.econbiz.de/10006098331
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The Stochastic Properties of Major Canadian Exchange Rates
Theodossiou, Panayiotis - In: The financial review : the official publication of the … 29 (1994) 2, pp. 193-222
Persistent link: https://www.econbiz.de/10006005185
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The Asymmetric Relation Between Initial Margin Requirements and Stock Market Volatility Across Bull and Bear Markets
Hardouvelis, Gikas A.; Theodossiou, Panayiotis - In: The review of financial studies 15 (2013) 5, pp. 1525-1524
Persistent link: https://www.econbiz.de/10010114487
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Linkages between the U.S. and Japanese Stock Markets: A Bivariate Garch-M Analysis
Theodossiou, Panayiotis; Koutmos, Gregory - In: Global finance journal 5 (1994) 2, pp. 277-290
Persistent link: https://www.econbiz.de/10007712982
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Risk Measurement Performance of Alternative Distribution Functions
Bali, Turang; Theodossiou, Panayiotis - In: The journal of risk and insurance : the journal of the … 75 (2008) 2, pp. 411-438
Persistent link: https://www.econbiz.de/10008045505
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Volatility Reversion and Correlation Structure of Returns in Major International Stock Markets
Theodossiou, Panayiotis; Kahya, Emel; Koutmos, Gregory; … - In: The financial review : the official publication of the … 32 (1997) 2, pp. 205-224
Persistent link: https://www.econbiz.de/10007372426
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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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Financial Distress and Corporate Acquisitions: Further Empirical Evidence
Theodossiou, Panayiotis; Kahya, Emel; Saidi, Reza; … - In: Journal of business finance & accounting : JBFA 23 (1996) 5-6, pp. 699-720
Persistent link: https://www.econbiz.de/10007004443