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~isPartOf:"Global business & economics review"
~isPartOf:"IZA Discussion Papers"
~language:"dan"
~language:"eng"
~person:"Stavroyiannis, Stavros"
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ARCH model
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Stavroyiannis, Stavros
Caliendo, Marco
13
Mihai-Yiannaki, Simona
13
Naudé, Wim
12
Zimmermann, Klaus F.
12
Vrontis, Demetris
11
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Global business & economics review
IZA Discussion Papers
International journal of economics and business research
4
Selected papers July 2010 Business & Economics Society International Conference ; Volume 2, issue 1
2
International journal of economics and business research : IJEBR
1
Selected papers January 2014 Business & Economics Society International Conference ; Volume 1
1
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1
Dynamic conditional correlations of the MINTs with the BRICs and the major markets : a first look to a globally diversified portfolio
Stavroyiannis, Stavros
;
Babalos, Vassilios
- In:
Global business & economics review
19
(
2017
)
6
,
pp. 671-686
Persistent link: https://www.econbiz.de/10011953592
Saved in:
2
On the devolatised returns and dynamic conditional correlations GARCH modelling in selected European indices
Stavroyiannis, Stavros
;
Zarangas, Leonidas P.
- In:
Global business & economics review
17
(
2015
)
3
,
pp. 256-267
Persistent link: https://www.econbiz.de/10011498510
Saved in:
3
BRIC dynamic conditional correlations, portfolio diversification and rebalancing after the global financial crisis of 2008-2009
Mostafa, Maria Zakia Papanikolaou
;
Stavroyiannis, Stavros
- In:
Global business & economics review
18
(
2016
)
1
,
pp. 28-40
Persistent link: https://www.econbiz.de/10011738548
Saved in:
4
Expected shortfall and tail conditional expectation with the Pearson type IV distribution
Stavroyiannis, Stavros
- In:
Global business & economics review
18
(
2016
)
1
,
pp. 41-53
Persistent link: https://www.econbiz.de/10011738550
Saved in:
5
On the time varying nature of herding behaviour: evidence from major European indices
Stavroyiannis, Stavros
;
Babalos, Vassilios
- In:
Global business & economics review
17
(
2015
)
3
,
pp. 298-309
Persistent link: https://www.econbiz.de/10011498524
Saved in:
6
ANS-based preprocessing of company performance indictors
Nikolaidis, Vasilios N.
;
Makris, Ilias A.
; …
- In:
Global business & economics review
15
(
2013
)
1
,
pp. 49-58
Persistent link: https://www.econbiz.de/10009708752
Saved in:
7
On the generalised Pearson distribution for application in financial time series modelling
Stavroyiannis, Stavros
- In:
Global business & economics review
16
(
2014
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10010495081
Saved in:
8
Identifying stocks' characteristics before market crashes : the case of the Athens stock exchange
Makris, Ilias A.
;
Nikolaidis, Vasilis N.
; …
- In:
Global business & economics review
15
(
2013
)
1
,
pp. 76-87
Persistent link: https://www.econbiz.de/10009708745
Saved in:
9
Value-at-risk for the long and short trading position with the pearson type-IV distribution
Stavroyiannis, Stavros
;
Makris, Ilias
;
Nikolaidis, Vasilis
- In:
Global business & economics review
15
(
2013
)
1
,
pp. 14-27
Persistent link: https://www.econbiz.de/10009708760
Saved in:
10
On the multifractal properties and the local multifractality sensitivity index of euro to Japanese yen foreign currency exchange rates
Stavroyiannis, Stavros
;
Nikolaidis, Vassilis
;
Makris, …
- In:
Global business & economics review
13
(
2011
)
1
,
pp. 93-103
Persistent link: https://www.econbiz.de/10009126414
Saved in:
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