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Modeling Risk : VaR Methods fo...
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Angelidis, Timotheos
17
Tessaromatis, Nikolaos
8
Benos, Alexandros
5
Degiannakis, Stavros
4
Andrikopoulos, Andreas
1
Giamouridis, Daniel
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Applied financial economics
3
International review of financial analysis
3
International review of economics & finance : IREF
2
Journal of banking & finance
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OLC EcoSci
ECONIS (ZBW)
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Does idiosyncratic risk matter? Evidence from European stock markets
Angelidis, Timotheos
;
Tessaromatis, Nikolaos
- In:
Applied financial economics
18
(
2008
)
2
,
pp. 125-138
Persistent link: https://www.econbiz.de/10007895852
Saved in:
2
Does idiosyncratic risk matter? Evidence from European stock markets
Angelidis, Timotheos
;
Tessaromatis, Nikolaos
- In:
Applied financial economics
18
(
2008
)
1-3
,
pp. 125-138
Persistent link: https://www.econbiz.de/10007901015
Saved in:
3
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
Saved in:
4
Idiosyncratic risk matters! A regime switching approach
Angelidis, Timotheos
;
Tessaromatis, Nikolaos
- In:
International review of economics & finance : IREF
18
(
2009
)
1
,
pp. 132-141
Persistent link: https://www.econbiz.de/10008160495
Saved in:
5
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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6
Idiosyncratic volatility and equity returns: UK evidence
Angelidis, Timotheos
;
Tessaromatis, Nikolaos
- In:
International review of financial analysis
17
(
2008
)
3
,
pp. 539-556
Persistent link: https://www.econbiz.de/10008062089
Saved in:
7
Forecasting one-day-ahead VaR and intra-day realized volatility in the Athens Stock Exchange Market
Angelidis, Timotheos
;
Degiannakis, Stavros
- In:
Managerial finance
34
(
2008
)
7
,
pp. 489-497
Persistent link: https://www.econbiz.de/10008078678
Saved in:
8
Volatility forecasting: Intra-day versus inter-day models
Angelidis, Timotheos
;
Degiannakis, Stavros
- In:
Journal of international financial markets, …
18
(
2008
)
5
,
pp. 449-465
Persistent link: https://www.econbiz.de/10008097039
Saved in:
9
Revisiting mutual fund performance evaluation
Angelidis, Timotheos
;
Giamouridis, Daniel
; …
- In:
Journal of banking & finance
37
(
2013
)
5
,
pp. 1759-1776
Persistent link: https://www.econbiz.de/10010094497
Saved in:
10
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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