Forecasting one-day-ahead VaR and intra-day realized volatility in the Athens Stock Exchange Market
Year of publication: |
2008
|
---|---|
Authors: | Angelidis, Timotheos ; Degiannakis, Stavros |
Published in: |
Managerial Finance. - Emerald Group Publishing. - Vol. 34.2008, 7, p. 489-497
|
Publisher: |
Emerald Group Publishing |
Subject: | Financial forecasting | Greece | Risk analysis | Stock exchanges |
-
Forecasting one‐day‐ahead VaR and intra‐day realized volatility in the Athens Stock Exchange Market
Angelidis, Timotheos, (2008)
-
Charalambakis, Evangelos C., (2015)
-
Short selling and equity returns with full information dissemination
Alexakis, Panayotis, (2011)
- More ...
-
Volatility forecasting : intra-day versus inter-day models
Angelidis, Timotheos, (2008)
-
Econometric modeling of value-at-risk
Angelidis, Timotheos, (2008)
-
A robust VaR model under different time periods and weighting schemes
Angelidis, Timotheos, (2007)
- More ...