Narrow search
Showing 1 - 4 of 4
Cover Image
The Role of High‐Frequency Intra‐daily Data, Daily Range and Implied Volatility in Multi‐period Value‐at‐Risk Forecasting
Louzis, Dimitrios P.; Xanthopoulos‐Sisinis, Spyros; … - In: Journal of forecasting 32 (2013) 6, pp. 561-576
Persistent link: https://www.econbiz.de/10010156097
Cover Image
Stock index realized volatility forecasting in the presence of heterogeneous leverage effects and long range dependence in the volatility of realized volatility
Louzis, Dimitrios P.; Xanthopoulos-Sisinis, Spyros; … - In: Applied economics 44 (2012) 27, pp. 3533-3551
Persistent link: https://www.econbiz.de/10009817793
Cover Image
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
Cover Image
Macroeconomic and bank-specific determinants of non-performing loans in Greece: A comparative study of mortgage, business and consumer loan portfolios
Louzis, Dimitrios P.; Vouldis, Angelos T.; Metaxas, … - In: Journal of banking & finance 36 (2012) 4, pp. 1012-1028
Persistent link: https://www.econbiz.de/10009834071