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~person:"Angelidis, Timotheos"
~subject:"ARCH model"
~subject:"Aktienmarkt"
~subject:"Estimation theory"
~subject:"Quantile Loss Function"
~type_genre:"Aufsatz in Zeitschrift"
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ARCH model
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Angelidis, Timotheos
Hammoudeh, Shawkat
13
Mensi, Walid
11
Kang, Sang Hoon
10
Degiannakis, Stavros
8
Aloui, Chaker
7
Francq, Christian
7
Giot, Pierre
7
Su, Jung-bin
7
Zakoïan, Jean-Michel
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6
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6
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5
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5
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5
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5
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Mora-Valencia, Andrés
5
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5
Olmo, Jose
5
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5
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5
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5
Tian, Maoxi
5
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5
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5
Yoon, Seong-min
5
Ñíguez, Trino-Manuel
5
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4
Bali, Turan G.
4
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Applied financial economics
1
Journal of international financial markets, institutions & money
1
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
1
Review of quantitative finance and accounting
1
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ECONIS (ZBW)
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1
Value-at-Risk
for Greek stocks
Angelidis, Timotheos
;
Benos, Alexandros Vassiliou
- In:
Multinational finance journal : MF ; quarterly …
12
(
2008
)
1/2
,
pp. 67-104
Persistent link: https://www.econbiz.de/10003744221
Saved in:
2
Volatility forecasting : intra-day versus inter-day models
Angelidis, Timotheos
;
Degiannakis, Stavros
- In:
Journal of international financial markets, …
18
(
2008
)
5
,
pp. 449-465
Persistent link: https://www.econbiz.de/10003775710
Saved in:
3
A robust VaR model under different time periods and weighting schemes
Angelidis, Timotheos
;
Benos, Alexandros Vassiliou
; …
- In:
Review of quantitative finance and accounting
28
(
2007
)
2
,
pp. 187-201
Persistent link: https://www.econbiz.de/10003492794
Saved in:
4
Liquidity adjusted
value-at-risk
based on the components of the bid-ask spread
Angelidis, Timotheos
;
Benos, Alexandros Vassiliou
- In:
Applied financial economics
16
(
2006
)
11
,
pp. 835-851
Persistent link: https://www.econbiz.de/10003351012
Saved in:
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