Similar Search Results

Narrow search

SPEC model selection algorithm for ARCH models : an options pricing evaluation framework

Degiannakis, Stavros; Xekalaki, Evdokia - In: Applied financial economics letters 4 (2008) 4/6, pp. 419-423

Persistent link: https://www.econbiz.de/10003808239

Multivariate modelling of 10-day-ahead VaR and dynamic correlation for worldwide real estate and stock indices

Degiannakis, Stavros; Kiohos, Apostolos - In: Journal of economic studies 41 (2014) 2, pp. 216-232

Persistent link: https://www.econbiz.de/10010259271

Dynamic correlation between stock market and oil prices : the case of oil-importing and oil-exporting countries

Filis, George; Degiannakis, Stavros; Floros, Christos - In: International review of financial analysis 20 (2011) 3, pp. 152-164

Persistent link: https://www.econbiz.de/10009295790

Is PEAD a consequence of the presence of the cognitive bias of self-attribution in investors' expectations regarding permanent earnings? : evidence from Athens stock exchange

Degiannakis, Stavros; Giannopulos, Geōrgios A. - In: International journal of computational economics and … 1 (2009) 1, pp. 89-110

Persistent link: https://www.econbiz.de/10003984933

Trade transparency and trading volume : the possible impact of the financial instruments markets directive on the trading volume of EU equity markets

Avgouleas, Emilios; Degiannakis, Stavros - In: International journal of financial markets and derivatives 1 (2009) 1, pp. 96-123

Persistent link: https://www.econbiz.de/10003984999

ARCH models for financial applications

Xekalaki, Evdokia; Degiannakis, Stavros - 2010

Persistent link: https://www.econbiz.de/10003909783

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

Modelling and forecasting high frequency financial data

Degiannakis, Stavros; Floros, Christos - 2015

Introduction to high frequency financial modelling -- Intra-day realized volatility measures -- Methods of volatility estimation and forecasting -- Multiple model comparison and hypothesis framework construction -- Realized volatility forecasting - applications -- Recent methods: a review --...

Persistent link: https://www.econbiz.de/10011374245

Business cycle synchronization in EU : a time-varying approach

Degiannakis, Stavros; Duffy, David; Filis, George - In: Scottish journal of political economy : the journal of … 61 (2014) 4, pp. 348-370

Persistent link: https://www.econbiz.de/10010497729

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

A service of the

zbw