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Politis, Dimitris N.
20
Vrontos, Ioannis D.
9
Paparoditis, Efstathios
7
Meligkotsidou, Loukia
5
Vrontos, Spyridon D.
5
Dellaportas, Petros
3
Giamouridis, Daniel
3
White, Halbert
3
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2
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2
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2
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OLC EcoSci
ECONIS (ZBW)
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EconStor
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Quantification of automobile insurance liability: a Bayesian failure time approach
Stephens, David A.
;
Crowder, Martin J.
;
Dellaportas, Petros
- In:
Insurance / Mathematics & economics
34
(
2004
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10006883785
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2
Assessment of Athens's metro passenger behaviour via a multiranked probit model
Linardakis, Michalis
;
Dellaportas, Petros
- In:
Journal of the Royal Statistical Society / C
52
(
2003
)
2
,
pp. 185-200
Persistent link: https://www.econbiz.de/10008215560
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3
Flexible Threshold Models for Modelling Interest Rate Volatility
Dellaportas, Petros
;
Denison, David G.T.
;
Holmes, Chris
- In:
Econometric reviews
26
(
2007
)
2
,
pp. 419-438
Persistent link: https://www.econbiz.de/10007730233
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4
Quantile regression analysis of hedge fund strategies
Meligkotsidou, Loukia
;
Vrontos, Ioannis D.
;
Vrontos, …
- In:
Journal of empirical finance
16
(
2009
)
2
,
pp. 264-279
Persistent link: https://www.econbiz.de/10008172659
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5
Detecting structural breaks and identifying risk factors in hedge fund returns: A Bayesian approach
Meligkotsidou, Loukia
;
Vrontos, Ioannis D.
- In:
Journal of banking & finance
32
(
2008
)
11
,
pp. 2471-2481
Persistent link: https://www.econbiz.de/10008110381
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6
Hedge fund pricing and model uncertainty
Vrontos, Spyridon D.
;
Vrontos, Ioannis D.
;
Giamouridis, …
- In:
Journal of banking & finance
32
(
2008
)
5
,
pp. 741-753
Persistent link: https://www.econbiz.de/10007995465
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7
Hedge fund portfolio construction: A comparison of static and dynamic approaches
Giamouridis, Daniel
;
Vrontos, Ioannis D.
- In:
Journal of banking & finance
31
(
2007
)
1
,
pp. 199-218
Persistent link: https://www.econbiz.de/10007391260
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8
Quantile regression analysis of hedge fund strategies
Meligkotsidou, Loukia
;
Vrontos, Ioannis D.
;
Vrontos, …
- In:
Journal of empirical finance
16
(
2009
)
2
,
pp. 264-280
Persistent link: https://www.econbiz.de/10008896128
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9
A Bayesian approach to detecting nonlinear risk exposures in hedge fund strategies
Giannikis, Dimitrios
;
Vrontos, Ioannis D.
- In:
Journal of banking & finance
35
(
2011
)
6
,
pp. 1399-1415
Persistent link: https://www.econbiz.de/10008992465
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10
Performance evaluation of mutual fund investments : the impact of non-normality and time-varying volatility
Vrontos, Ioannis D.
;
Meligkotsidou, Loukia
;
Vrontos, …
- In:
The journal of asset management
12
(
2011
)
4
,
pp. 292-307
Persistent link: https://www.econbiz.de/10009871108
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