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What should be taken into consideration when forecasting oil implied volatility index?
Delis, Panagiotis; Degiannakis, Stavros; Giannopoulos, … - In: The energy journal 44 (2023) 5, pp. 231-249
Persistent link: https://www.econbiz.de/10014380730
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Investments and uncertainty revisited : the case of the US economy
Degiannakis, Stavros; Filis, George; Palaiodimos, George - In: Applied economics 49 (2017) 45, pp. 4521-4529
Persistent link: https://www.econbiz.de/10011844229
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Forecasting global stock market implied volatility indices
Degiannakis, Stavros; Filis, George; Hassani, Hossein - In: Journal of empirical finance 46 (2018), pp. 111-129
Persistent link: https://www.econbiz.de/10012103431
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Superkurtosis
Degiannakis, Stavros; Filis, George; Siourounis, Grigorios - 2023
Persistent link: https://www.econbiz.de/10014249616
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Superkurtosis
Degiannakis, Stavros; Filis, George; Siourounis, Grigorios - In: Journal of money, credit and banking : JMCB 55 (2023) 8, pp. 2061-2091
Persistent link: https://www.econbiz.de/10014436136
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Multiple days ahead realized volatility forecasting : single, combined and average forecasts
Degiannakis, Stavros - In: Global finance journal 36 (2018), pp. 41-61
Persistent link: https://www.econbiz.de/10012125013
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Asset prices regime-switching and the role of inflation targeting monetary policy
Chatziantoniou, Ioannis; Filis, George; Floros, Christos - In: Global finance journal 32 (2017), pp. 97-112
Persistent link: https://www.econbiz.de/10011802855
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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
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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
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Multiple-days-ahead value-at-risk and expected shortfall forecasting for stock indices, commodities and exchange rate : inter-day versus intra-day data
Degiannakis, Stavros; Potamia, Artemis - In: International review of financial analysis 49 (2017), pp. 176-190
Persistent link: https://www.econbiz.de/10011741290