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Price and open interest in Greek stock index futures market
Floros, Christos - In: Journal of emerging market finance 6 (2007) 2, pp. 191-202
Persistent link: https://www.econbiz.de/10003567659
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Oil and stock returns : evidence from European industrial sector indices in a time-varying environment
Degiannakisa, Stavros; Filis, George; Floros, Christos - In: Journal of international financial markets, … 26 (2013), pp. 175-191
Persistent link: https://www.econbiz.de/10010234924
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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/10009725156
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A Monte Carlo simulation approach to forecasting multi-period value-at-risk and expected shortfall using the FIGARCH-SKT specification
Degiannakis, Stavros; Dent, Pamela; Floros, Christos - In: The Manchester School 82 (2014) 1, pp. 71-102
Persistent link: https://www.econbiz.de/10010419583
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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. 436-452
Persistent link: https://www.econbiz.de/10009530921
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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. 152-164
Persistent link: https://www.econbiz.de/10009295790
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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/10009736952
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Re-examining the risk-return relationship in Europe : linear or non-linear trade-off?
Salvador, Enrique; Floros, Christos; Aragó Manzana, Vicent - In: Journal of empirical finance 28 (2014), pp. 60-77
Persistent link: https://www.econbiz.de/10011284508
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Intra-day realized volatility for European and USA Stock indices
Degiannakis, Stavros; Floros, Christos - In: Global finance journal 29 (2016), pp. 24-41
Persistent link: https://www.econbiz.de/10011714562
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Accounting and stock market performance in the US : evidence from joiners and leavers
Floros, Christos; Tabouratzi, Efthalia; Charamis, Dimitris - In: Theoretical economics letters 7 (2017) 4, pp. 696-708
Persistent link: https://www.econbiz.de/10011706530