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Alghalith, Moawia; Floros, Christos; Poufinas, Thomas - In: Annals of financial economics 14 (2019) 1, pp. 1-19

Persistent link: https://www.econbiz.de/10012015473

Futures hedging with stochastic volatility : a new method

Alghalith, Moawia; Floros, Christos - In: International journal of computational economics and … 10 (2020) 2, pp. 203-207

Persistent link: https://www.econbiz.de/10012226719

Estimating stochastic volatility under the assumption of stochastic volatility of volatility

Alghalith, Moawia; Floros, Christos; Gillas, … - In: Risks : open access journal 8 (2020) 2/35, pp. 1-16

We propose novel nonparametric estimators for stochastic volatility and the volatility of volatility. In doing so, we relax the assumption of a constant volatility of volatility and therefore, we allow the volatility of volatility to vary over time. Our methods are exceedingly simple and far...

Persistent link: https://www.econbiz.de/10012204468

Long memory in exchange rates : international evidence

Floros, Christos - In: The international journal of business and finance … 2 (2008) 1, pp. 31-39

Persistent link: https://www.econbiz.de/10003951904

On the relationship between weather and stock market returns

Floros, Christos - In: Studies in economics and finance 28 (2011) 1, pp. 5-13

Persistent link: https://www.econbiz.de/10009007582

Estimating the stock/portfolio volatility and the volatility of volatility : a new simple method

Alghalith, Moawia - In: Econometric reviews 35 (2016) 1/4, pp. 257-262

Persistent link: https://www.econbiz.de/10011549920

Volatility contagion between crude oil and G7 stock markets in the light of trade wars and COVID-19 : a TVP-VAR extended joint connectedness approach

Chatziantoniou, Ioannis; Floros, Christos; Gabauer, David - In: Applications in Energy Finance : The Energy Sector, …, (pp. 145-168). 2022

Persistent link: https://www.econbiz.de/10013283200

Option listing, returns and volatility : evidence from Greece

Filis, George; Floros, Christos; Eeckels, Bruno - In: Applied financial economics 21 (2011) 19/21, pp. 1423-1435

Persistent link: https://www.econbiz.de/10009356138

Oil and stock returns : evidence from European industrial sector indices in a time-varying environment

Degiannakisa, Stavros; Filis, George; Floros, Christos - In: Journal of international financial markets, … 26 (2013), pp. 175-191

Persistent link: https://www.econbiz.de/10010234924

Stock market volatility and bank performance in China

Tan, Yong; Floros, Christos - In: Studies in economics and finance 29 (2012) 3, pp. 211-228

Persistent link: https://www.econbiz.de/10009614372