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Small sample testing for cointegration using the bootstrap approach

Harris, Richard I. D. - In: Economics letters 58 (1998) 1, pp. 31-37

Persistent link: https://www.econbiz.de/10001233149

Modelling underlying energy demand trends

Hunt, Lester C.; Judge, Guy; Ninomiya, Yasushi - In: Energy in a competitive market : essays in honour of …, (pp. 140-174). 2003

Persistent link: https://www.econbiz.de/10002034834

On the economics of plagiarism

Collins, Alan; Judge, Guy; Rickman, Neil - In: European journal of law and economics 24 (2007) 2, pp. 93-107

Persistent link: https://www.econbiz.de/10003559637

Differential enforcement across police jurisdictions and client demand in paid sex markets

Collins, Alan; Judge, Guy - In: European journal of law and economics 29 (2010) 1, pp. 43-55

Persistent link: https://www.econbiz.de/10003945748

An Application of the Arrhenius Equation in Portfolio Modeling

Floros, Christos; Gkillas, Konstantinos; Kountzakis, … - 2021

The aim of this paper is to provide a modeling of capital transfer between a portfolio consisted by two assets. For this purpose we use the Arrhenius Equation, which is a modeling tool for the specific modeling. We provide a stochastic differential equation of the Arrhenuis equation. We consider...

Persistent link: https://www.econbiz.de/10013235140

Tail Properties of Distributions and Applications

Floros, Christos; Gkillas, Konstantinos; Kountzakis, … - 2021

Persistent link: https://www.econbiz.de/10013235143

Monetary utility functions and risk functionals

Floros, Christos; Gillas, Konstantinos Gkillas; … - In: Essays on Financial Analytics : Applications and Methods, (pp. 27-35). 2023

Persistent link: https://www.econbiz.de/10014338785

Hedging with a generalised basis risk : empirical results

Alghalith, Moawia; Lalloo, Ricardo; Franklin, Martin; … - In: International journal of financial markets and derivatives 2 (2011) 3, pp. 244-248

Persistent link: https://www.econbiz.de/10009389606

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

A note on dynamic hedging : empirical evidence from FTSE-100 and S&P 500 futures markets

Alghalith, Moawia; Floros, Christos; Lalloo, Ricardo - In: Journal of risk finance : the convergence of financial … 16 (2015) 2, pp. 190-196

Persistent link: https://www.econbiz.de/10010514019