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subject:"Arbeitslosigkeit"
subject:"Arbeitsuche"
~person:"Floros, Christos"
~source:"econis"
~subject:"ARCH model"
~subject:"Business cycle"
~subject:"EU countries"
~subject:"Zeitreihenanalyse"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Book review"
~type_genre:"Statistik"
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Arbeitslosigkeit
Arbeitsuche
ARCH model
Business cycle
EU countries
Zeitreihenanalyse
Estimation
14
Schätzung
14
Volatility
11
Volatilität
11
ARCH-Modell
9
Capital income
7
Kapitaleinkommen
7
Theorie
4
Theory
4
Time series analysis
4
Aktienmarkt
3
Börsenkurs
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Derivat
3
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Share price
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Spillover effect
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Spillover-Effekt
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USA
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Commodity derivative
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EU-Staaten
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Forecasting model
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Futures
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GARCH
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Korrelation
2
Long memory
2
Oil price
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Prognoseverfahren
2
Realized volatility
2
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Aufsatz in Zeitschrift
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Floros, Christos
Gil-Alaña, Luis A.
92
Caporale, Guglielmo Maria
57
Gupta, Rangan
54
Tiwari, Aviral Kumar
34
Bahmani-Oskooee, Mohsen
30
Chang, Tsangyao
27
Ma, Feng
21
Moosa, Imad A.
21
Belke, Ansgar
20
Jalles, João Tovar
20
Kumar, Dilip
19
Apergēs, Nikolaos
17
Herwartz, Helmut
17
McAleer, Michael
17
Afonso, António
16
Narayan, Paresh Kumar
16
Wohar, Mark E.
16
Berg, Gerard J. van den
15
Döpke, Jörg
15
Miller, Stephen M.
15
Serletis, Apostolos
15
Balcilar, Mehmet
14
Hamori, Shigeyuki
14
Koopman, Siem Jan
14
Ramírez, Miguel D.
14
Österholm, Pär
14
Bouri, Elie
13
Lee, Chien-chiang
13
Marcellino, Massimiliano
13
Sosvilla-Rivero, Simón
13
Tauchen, George Eugene
13
Kutan, Ali Mustafa
12
Li, Jia
12
MacDonald, Ronald
12
McMillan, David G.
12
Nonejad, Nima
12
Ours, Jan C. van
12
Ranjbar, Omid
12
Yoon, Seong-min
12
Bollerslev, Tim
11
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Journal of international financial markets, institutions & money
2
Global finance journal
1
International review of economics & finance : IREF
1
International review of financial analysis
1
Journal of empirical finance
1
Operational research : an international journal
1
Research in international business and finance
1
Theoretical economics letters
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ECONIS (ZBW)
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9
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1
On the stationarity of futures hedge ratios
Degiannakis, Stavros
;
Floros, Christos
;
Salvador, Enrique
; …
- In:
Operational research : an international journal
22
(
2022
)
3
,
pp. 2281-2303
Persistent link: https://www.econbiz.de/10013443633
Saved in:
2
On bank return and volatility spillovers : identifying transmitters and receivers during crisis periods
Apostolakis, George N.
;
Floros, Christos
;
Giannellis, …
- In:
International review of economics & finance : IREF
82
(
2022
),
pp. 156-176
Persistent link: https://www.econbiz.de/10013542907
Saved in:
3
Political uncertainty, COVID-19 pandemic and stock market volatility transmission
Apostolakis, George N.
;
Floros, Christos
;
Gillas, …
- In:
Journal of international financial markets, …
74
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012803182
Saved in:
4
Accounting and stock market performance in the US : evidence from joiners and leavers
Floros, Christos
;
Tabouratzi, Efthalia
;
Charamis, Dimitris
- In:
Theoretical economics letters
7
(
2017
)
4
,
pp. 696-708
Persistent link: https://www.econbiz.de/10011706530
Saved in:
5
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:
6
Re-examining the risk-return relationship in Europe : linear or non-linear trade-off?
Salvador, Enrique
;
Floros, Christos
;
Aragó Manzana, Vicent
- In:
Journal of empirical finance
28
(
2014
),
pp. 60-77
Persistent link: https://www.econbiz.de/10011284508
Saved in:
7
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
Saved in:
8
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
Saved in:
9
Modeling CAC40 volatility using ultra-high frequency data
Degiannakis, Stavros
;
Floros, Christos
- In:
Research in international business and finance
28
(
2013
),
pp. 68-81
Persistent link: https://www.econbiz.de/10009725156
Saved in:
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