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Forecasting value-at-risk and...
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Floros, Christos
25
Degiannakis, Stavros
17
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4
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4
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4
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3
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2
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Applied financial economics
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Journal of international financial markets, institutions & money
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Forecasting value-at-risk and expected shortfall using fractionally integrated models of conditional volatility: International evidence
Degiannakis, Stavros
;
Floros, Christos
;
Dent, Pamela
- In:
International review of financial analysis
27
(
2013
),
pp. 21-33
Persistent link: https://www.econbiz.de/10010092464
Saved in:
2
Oil and stock returns: Evidence from European industrial sector indices in a time-varying environment
Degiannakis, Stavros
;
Filis, George
;
Floros, Christos
- In:
Journal of international financial markets, …
26
(
2013
),
pp. 175-191
Persistent link: https://www.econbiz.de/10010175255
Saved in:
3
Evaluating value-at-risk models before and after the financial crisis of 2008: International evidence
Degiannakis, Stavros
;
Floros, Christos
;
Livada, Alexandra
- In:
Managerial finance
38
(
2012
)
4
,
pp. 436-453
Persistent link: https://www.econbiz.de/10009838526
Saved in:
4
Modeling CAC40 volatility using ultra-high frequency data
Degiannakis, Stavros
;
Floros, Christos
- In:
Research in international business and finance
28
(
2013
),
pp. 68-81
Persistent link: https://www.econbiz.de/10010073917
Saved in:
5
Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries
Filis, George
;
Degiannakis, Stavros
;
Floros, Christos
- In:
International review of financial analysis
20
(
2011
)
3
,
pp. 152-165
Persistent link: https://www.econbiz.de/10009015574
Saved in:
6
Dynamic relationships between Middle East stock markets
Floros, Christos
- In:
International journal of Islamic and Middle Eastern …
4
(
2011
)
3
,
pp. 227-236
Persistent link: https://www.econbiz.de/10009925082
Saved in:
7
Long memory in exchange rates : international evidence
Floros, Christos
- In:
The international journal of business and finance …
2
(
2008
)
1
,
pp. 31-39
Persistent link: https://www.econbiz.de/10009897429
Saved in:
8
Stock returns and inflation in Greece
Floros, Christos
- In:
Applied econometrics and international development
4
(
2004
)
2
,
pp. 55-68
Persistent link: https://www.econbiz.de/10009879388
Saved in:
9
Volatility forecasting: evidence from a fractional integrated asymmetric power ARCH skewed-t model
Degiannakis, Stavros
- In:
Applied financial economics
14
(
2004
)
18
,
pp. 1333-1342
Persistent link: https://www.econbiz.de/10007644387
Saved in:
10
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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