//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"ARCH model"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Taxation avoidance in overtrad...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
ARCH model
Greece
106
Multi-criteria analysis
96
Multikriterielle Entscheidungsanalyse
96
Theorie
95
Theory
95
Griechenland
70
Bank
56
Volatility
49
Portfolio selection
40
Portfolio-Management
40
Volatilität
40
Welt
33
World
33
Prognoseverfahren
32
EU countries
31
EU-Staaten
31
Forecasting model
31
Börsenkurs
28
Share price
28
Estimation
26
Schätzung
26
Capital income
24
Kapitaleinkommen
24
Firm performance
23
Risikomanagement
23
Unternehmenserfolg
23
Aktienmarkt
22
Stock market
22
Financial crisis
21
Finanzkrise
21
ARCH-Modell
20
Insolvenz
20
Management information system
20
Management-Informationssystem
20
Mathematical programming
20
Risk management
20
Insolvency
19
Risk
19
Bank risk
18
more ...
less ...
Online availability
All
Undetermined
8
Free
4
CC license
1
Type of publication
All
Article
17
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
16
Aufsatz in Zeitschrift
16
Aufsatz im Buch
1
Book section
1
Language
All
English
20
Author
All
Floros, Christos
19
Degiannakis, Stavros
7
Apostolakis, George N.
3
Degiannakis, Stavros Antonios
3
Dent, Pamela
3
Gillas, Konstantinos Gkillas
3
Salvador, Enrique
3
Filis, George
2
Livada, Alexandra
2
Wohar, Mark E.
2
Aragó Manzana, Vicent
1
Charamis, Dimitris
1
Degiannakisa, Stavros
1
Giannellis, Nikolaos
1
Konstantatos, Christoforos
1
Tabouratzi, Efthalia
1
Tsagkanos, Athanasios
1
Tsionas, Mike
1
Vougas, Dimitrios V.
1
Xidonas, Panos
1
Zopounidis, Constantin
1
Zounta, Stella
1
more ...
less ...
Published in...
All
International review of financial analysis
2
Journal of international financial markets, institutions & money
2
Annals of operations research ; volume 284, numbers 1 (January 2020)
1
Global finance journal
1
International Journal of Financial Studies : open access journal
1
International journal of managerial finance : IJMF
1
International review of economics & finance : IREF
1
Journal of emerging market finance
1
Journal of empirical finance
1
Managerial finance
1
Operational research : an international journal
1
Research in international business and finance
1
The Manchester School
1
The North American journal of economics and finance : a journal of theory and practice
1
Theoretical economics letters
1
more ...
less ...
Source
All
ECONIS (ZBW)
20
Showing
1
-
10
of
20
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
On mutual funds-of-ETFs asset allocation with rebalancing : sample covariance versus EWMA and GARCH
Xidonas, Panos
;
Tsionas, Mike
;
Zopounidis, Constantin
-
2020
Persistent link: https://www.econbiz.de/10012165614
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
Volatility, trading volume and open interest in futures markets
Floros, Christos
;
Salvador, Enrique
- In:
International journal of managerial finance : IJMF
12
(
2016
)
4
,
pp. 629-653
Persistent link: https://www.econbiz.de/10011627130
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->