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Modeling interest rate volatility : an extended EGARCH approach
Koutmos, Gregory - In: Managerial finance 38 (2012) 6, pp. 628-635
Persistent link: https://www.econbiz.de/10009559682
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International securities
Philippatos, George C. (contributor);  … - 2001
Persistent link: https://www.econbiz.de/10001563598
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Estimating systematic risk using time varying distributions
Koutmos, Gregory; Knif, Johan - In: European financial management : the journal of the … 8 (2002) 1, pp. 59-73
Persistent link: https://www.econbiz.de/10001688416
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Asymmetric mean reversion in European interest rates : a two-factor model
Koutmos, Gregory; Philippatos, George C. - In: The European journal of finance 13 (2007) 7/8, pp. 741-750
Persistent link: https://www.econbiz.de/10003610017
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Higher co-moment CAPM and hedge fund returns
Knif, Johan; Koutmos, Dimitrios; Koutmos, Gregory - In: Atlantic economic journal : AEJ 48 (2020) 1, pp. 99-113
Persistent link: https://www.econbiz.de/10012222460