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ECONIS (ZBW)
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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
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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
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