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Forecasting value-at-risk and...
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ECONIS (ZBW)
15
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1
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:
2
Return dispersion, stock market liquidity and aggregate economic activity
Degiannakis, Stavros
;
Andrikopulos, Andreas A.
; …
-
2013
Persistent link: https://www.econbiz.de/10011280341
Saved in:
3
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:
4
Price linkages between the US, Japan and UK stock markets
Floros, Christos
- In:
Financial markets and portfolio management
19
(
2005
)
2
,
pp. 169-178
Persistent link: https://www.econbiz.de/10003219519
Saved in:
5
Testing for cointegration and Granger causality between the US and European financial markets
Floros, Christos
- In:
European review of economics and finance
4
(
2005
)
2
,
pp. 27-41
Persistent link: https://www.econbiz.de/10003307139
Saved in:
6
Assessing the performance of a prediction error criterion model selection algorithm in the context of ARCH models
Degiannakis, Stavros
;
Xekalaki, Evdokia
- In:
Applied financial economics
17
(
2007
)
1/3
,
pp. 149-171
Persistent link: https://www.econbiz.de/10003427036
Saved in:
7
US stock market regimes and oil price shocks
Angelidis, Timotheos
;
Degiannakis, Stavros
;
Filis, George
- In:
Global finance journal
28
(
2015
),
pp. 132-146
Persistent link: https://www.econbiz.de/10011478135
Saved in:
8
Oil price shocks and volatility do predict stock market regimes
Degiannakis, Stavros
;
Angelidis, Timotheos
;
Filis, George
-
2013
Persistent link: https://www.econbiz.de/10011280337
Saved in:
9
Oil price shocks and uncertainty : how stable is their relationship over time?
Degiannakis, Stavros
;
Filis, George
;
Panagiotakopoulou, …
- In:
Economic modelling
72
(
2018
),
pp. 42-53
Persistent link: https://www.econbiz.de/10012100413
Saved in:
10
Economic announcements and the 10-year U.S. Treasury : surprising findings without the surprise component
Degiannakis, Stavros
;
Filis, George
;
Tsemperlidis, Stefanos
- In:
Applied economics letters
26
(
2019
)
15
,
pp. 1269-1273
Persistent link: https://www.econbiz.de/10012204722
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