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Changes in the Structure and Dynamics of European Securities Markets
Benos, Alexandros; Crouhy, Michel - In: Financial analysts' journal : FAJ 52 (1996) 3, pp. 37-50
Persistent link: https://www.econbiz.de/10006318740
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A robust VaR model under different time periods and weighting schemes
Angelidis, Timotheos; Benos, Alexandros; Degiannakis, … - In: Review of quantitative finance and accounting 28 (2007) 2, pp. 187-202
Persistent link: https://www.econbiz.de/10007590634
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Market Response to Earnings Announcements and Interim Reports: An Analysis of SBF120 Companies
Benos, Alexandros; Rockinger, Michael - In: Annales d'économie et de statistique (2000) 60, pp. 151-176
Persistent link: https://www.econbiz.de/10007919762
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The Components of the Bid-Ask Spread: the Case of the Athens Stock Exchange
Angelidis, Timotheos; Benos, Alexandros - In: European financial management : the journal of the … 15 (2009) 1, pp. 112-144
Persistent link: https://www.econbiz.de/10008163029
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Market risk in commodity markets : a switiching regime approach
Angelidis, Timotheos; Benos, Alexandros - In: Economic & financial modelling : a journal of the … 11 (2004) 3, pp. 103-148
Persistent link: https://www.econbiz.de/10009905012
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Value-at-Risk for Greek stocks
Angelidis, Timotheos; Benos, Alexandros - In: Multinational finance journal : MF ; quarterly … 12 (2008) 1/2, pp. 67-104
Persistent link: https://www.econbiz.de/10009879299
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Liquidity adjusted value-at-risk based on the components of the bid-ask spread
Angelidis, Timotheos; Benos, Alexandros - In: Applied financial economics 16 (2006) 11, pp. 835
Persistent link: https://www.econbiz.de/10007631955