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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
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Volatility spillovers and dynamic correlation in European bond markets
Skintzi, Vasiliki D.; Refenes, Apostolos N. - In: Journal of international financial markets, … 16 (2006) 1, pp. 23-40
Persistent link: https://www.econbiz.de/10007095525
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Evaluation of correlation forecasting models for risk management
Skintzi, Vasiliki D.; Xanthopoulos-Sisinis, Spyros - In: Journal of forecasting 26 (2007) 7, pp. 497-526
Persistent link: https://www.econbiz.de/10007879083
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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
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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
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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