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subject:"Volatilität"
~isPartOf:"International review of financial analysis"
~person:"Floros, Christos"
~subject:"Stock market"
~subject:"Theory"
~subject:"Value-at-risk"
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Volatilität
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Floros, Christos
Ma, Feng
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International review of financial analysis
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Dynamic spillover effects in futures markets : UK and US evidence
Antonakakis, Nikolaos
;
Floros, Christos
;
Kizys, Renatas
- In:
International review of financial analysis
48
(
2016
),
pp. 406-418
Persistent link: https://www.econbiz.de/10011624538
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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
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