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Time-varying betas and volatility persistence in international stock markets

Koutmos, Gregory - In: Journal of economics & business 46 (1994) 2, pp. 101-112

Persistent link: https://www.econbiz.de/10001171019

Production versus cost functions : unreliability of the duality theorem in accounting and economics

Bairam, Erkin İbrahim; Kahya, Emel - 1997

Persistent link: https://www.econbiz.de/10000979320

Modeling short-term interest rate volatility : information shocks versus interest rate levels

Koutmos, Gregory - In: The journal of fixed income 9 (2000) 4, pp. 19-22

Persistent link: https://www.econbiz.de/10001495246

Asymmetries in the conditional mean and the conditional variance : evidence from nine stock markets

Koutmos, Gregory - In: Journal of economics & business 50 (1998) 3, pp. 277-290

Persistent link: https://www.econbiz.de/10001243160

Financial risk management : dynamic versus static hedging

Koutmos, Gregory - In: Global business & economics review 1 (1999) 1, pp. 60-75

Persistent link: https://www.econbiz.de/10001595882

Dynamic interactions between stock and foreign exchange markets

Koutmos, Gregory - In: Global business & economics review 2 (2000) 2, pp. 143-158

Persistent link: https://www.econbiz.de/10001596151

Common volatility in MBS returns : a factor GARCH approach

Koutmos, Gregory - In: The journal of fixed income 10 (2001) 4, pp. 59-66

Persistent link: https://www.econbiz.de/10001580723

Feedback trading and the autocorrelation pattern of stock returns : further empirical evidence

Koutmos, Gregory - In: Journal of international money and finance 16 (1997) 4, pp. 625-636

Persistent link: https://www.econbiz.de/10001225529

The asymmetric relation between initial margin requirements and stock market volatility across bull and bear markets

Hardouvelis, Gikas A.; Theodossiou, Panayiotis - In: The review of financial studies 15 (2002) 5, pp. 1525-1559

Persistent link: https://www.econbiz.de/10001718740

Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models

Theodossiou, Panayiotis - 2011

This paper discusses three families of flexible parametric probability density functions: the skewed generalized t, the exponential generalized beta of the second kind, and the inverse hyperbolic sin distributions. These families allow quite flexible modeling the first four moments of a...

Persistent link: https://www.econbiz.de/10013132439