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~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~language:"eng"
~person:"Fleming, Jeff"
~person:"Kouretas, Georgios P."
~subject:"1988-1993"
~subject:"Schätzung"
~subject:"Volatilität"
~type_genre:"Article in journal"
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1988-1993
Schätzung
Volatilität
Volatility
6
Estimation
4
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4
Griechenland
4
Theorie
4
Theory
4
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4
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3
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risk management
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1975-1988
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1983-1997
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Type of publication
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Article
7
Type of publication (narrower categories)
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Article in journal
Aufsatz in Zeitschrift
7
Language
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English
Author
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Fleming, Jeff
Kouretas, Georgios P.
Gupta, Rangan
7
Kanas, Angelos
7
Ma, Feng
7
Andersen, Torben
6
Bollerslev, Tim
5
Caporale, Guglielmo Maria
5
Cheung, Yin-Wong
5
Gil-Alaña, Luis A.
5
Liang, Chao
5
Stambaugh, Robert F.
5
Titman, Sheridan
5
Afonso, António
4
Li, Haitao
4
Li, Xiafei
4
McMillan, David G.
4
Nitzsche, Dirk
4
Pástor, Ľuboš
4
Wei, Yu
4
Whaley, Robert E.
4
Wohar, Mark E.
4
Bansal, Ravi
3
Chang, Tsangyao
3
Cornelli, Francesca
3
Eraker, Bjørn
3
Fama, Eugene F.
3
French, Kenneth Ronald
3
Goetzmann, William N.
3
Goldreich, David
3
Hammoudeh, Shawkat
3
Hyde, Stuart
3
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3
Keloharju, Matti
3
Ljungqvist, Alexander
3
Marsh, Ian
3
Nasir, Muhammad Ali
3
Salisu, Afees A.
3
Sarno, Lucio
3
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3
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International journal of finance & economics : IJFE
The journal of finance : the journal of the American Finance Association
Journal of international financial markets, institutions & money
3
Applied financial economics
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of financial economics
2
Advances in futures and options research : a research annual
1
Applied economics
1
Economic modelling
1
Energy economics
1
European journal of political economy
1
International journal of economics and finance
1
International review of economics & finance : IREF
1
International review of financial analysis
1
Journal of banking & finance
1
Journal of econometrics
1
Journal of empirical finance
1
Journal of forecasting
1
Journal of macroeconomics
1
Journal of multinational financial management
1
Journal of risk and financial management : JRFM
1
Open economies review
1
Oxford economic papers
1
Review of quantitative finance and accounting
1
The Canadian journal of economics
1
The Journal of energy and development
1
The annals of regional science : an international journal of urban, regional and environmental research and policy ; official journal of the Western Regional Science Association
1
The journal of business : B
1
The journal of futures markets
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ECONIS (ZBW)
7
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1
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7
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7
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date (oldest first)
1
Asset allocation in the Athens stock exchange : a variance sensitivity analysis
Diamandis, Panayotis F.
;
Drakos, Anastassios A.
; …
- In:
International journal of finance & economics : IJFE
17
(
2012
)
2
,
pp. 167-181
Persistent link: https://www.econbiz.de/10009615696
Saved in:
2
Forecasting financial volatility of the Athens stock exchange daily returns : an application of the asymmetric normal mixture GARCH model
Drakos, Anastassios A.
;
Kouretas, Georgios P.
; …
- In:
International journal of finance & economics : IJFE
15
(
2010
)
4
,
pp. 331-350
Persistent link: https://www.econbiz.de/10008811307
Saved in:
3
Information, trading, and volatility : evidence from weather-sensitive markets
Fleming, Jeff
;
Kirby, Chris
;
Ostdiek, Barbara
- In:
The journal of finance : the journal of the American …
61
(
2006
)
6
,
pp. 2899-2930
Persistent link: https://www.econbiz.de/10003398510
Saved in:
4
Black and official exchange rate volatility and foreign exchange controls : evidence from Greece
Kanas, Angelos
;
Kouretas, Georgios P.
- In:
International journal of finance & economics : IJFE
6
(
2001
)
1
,
pp. 13-25
Persistent link: https://www.econbiz.de/10001550187
Saved in:
5
The economic value of volatility timing
Fleming, Jeff
;
Kirby, Chris
;
Ostdiek, Barbara
- In:
The journal of finance : the journal of the American …
56
(
2001
)
1
,
pp. 329-352
Persistent link: https://www.econbiz.de/10001575075
Saved in:
6
A cointegration analysis of the official and parallel foreign exchange markets for dollars in Greece
Kouretas, Georgios P.
;
Zarangas, Leonidas P.
- In:
International journal of finance & economics : IJFE
3
(
1998
)
3
,
pp. 261-276
Persistent link: https://www.econbiz.de/10001434214
Saved in:
7
Implied volatility functions : empirical tests
Dumas, Bernard
- In:
The journal of finance : the journal of the American …
53
(
1998
)
6
,
pp. 2059-2106
Persistent link: https://www.econbiz.de/10001251913
Saved in:
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