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~person:"Degiannakis, Stavros"
~subject:"Prognoseverfahren"
~subject:"Theorie"
~subject:"Volatilität"
~subject:"Welt"
~type_genre:"Article in journal"
~type_genre:"Sammlung"
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Search: subject_exact:"ARCH-Modell"
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Prognoseverfahren
Theorie
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Welt
ARCH model
23
ARCH-Modell
23
Volatility
17
Forecasting model
15
Risikomaß
8
Risk measure
8
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7
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7
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6
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6
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Degiannakis, Stavros
Ma, Feng
63
McAleer, Michael
40
Gupta, Rangan
39
Bouri, Elie
33
Zhang, Yaojie
32
Kumar, Dilip
31
Wang, Yudong
24
Kang, Sang Hoon
23
Serletis, Apostolos
23
Liang, Chao
22
McMillan, David G.
22
Tiwari, Aviral Kumar
21
Wei, Yu
21
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20
Yoon, Seong-min
20
Hammoudeh, Shawkat
19
Hamori, Shigeyuki
19
Floros, Christos
17
Malik, Farooq
17
Teräsvirta, Timo
17
Caporin, Massimiliano
16
Chevallier, Julien
16
Hafner, Christian M.
16
Chen, Cathy W. S.
15
Engle, Robert F.
15
Lucey, Brian M.
15
Mensi, Walid
15
Nguyen, Duc Khuong
15
Bauwens, Luc
14
Molnár, Peter
14
Xuan Vinh Vo
14
Brooks, Robert
13
Chang, Chia-Lin
13
Chiang, Thomas C.
13
Choudhry, Taufiq
13
Francq, Christian
13
Laurent, Sébastien
13
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13
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13
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International review of financial analysis
4
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2
The energy journal
2
Applied economics
1
Energy economics
1
Global finance journal
1
Journal of economic studies
1
Journal of empirical finance
1
Journal of forecasting
1
Journal of international financial markets, institutions & money
1
Journal of international money and finance
1
Operational research : an international journal
1
Research in international business and finance
1
Review of quantitative finance and accounting
1
The Manchester School
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ECONIS (ZBW)
20
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1
What matters when developing oil price volatility forecasting frameworks?
Delis, Panagiotis
;
Degiannakis, Stavros
;
Filis, George
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 361-382
Persistent link: https://www.econbiz.de/10012817777
Saved in:
2
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:
3
Oil price volatility is effective in predicting food price volatility : or is it?
Chatziantoniou, Ioannis
;
Degiannakis, Stavros
;
Filis, George
- In:
The energy journal
42
(
2021
)
6
,
pp. 25-48
Persistent link: https://www.econbiz.de/10013172737
Saved in:
4
Futures-based forecasts : how useful are they for oil price volatility forecasting?
Chatziantoniou, Ioannis
;
Degiannakis, Stavros
;
Filis, George
- In:
Energy economics
81
(
2019
),
pp. 639-649
Persistent link: https://www.econbiz.de/10012172881
Saved in:
5
Forecasting global stock market implied volatility indices
Degiannakis, Stavros
;
Filis, George
;
Hassani, Hossein
- In:
Journal of empirical finance
46
(
2018
),
pp. 111-129
Persistent link: https://www.econbiz.de/10012103431
Saved in:
6
Forecasting oil price realized volatility using information channels from other asset classes
Degiannakis, Stavros
;
Filis, George
- In:
Journal of international money and finance
76
(
2017
),
pp. 28-49
Persistent link: https://www.econbiz.de/10011788055
Saved in:
7
Multiple-days-ahead value-at-risk and expected shortfall forecasting for stock indices, commodities and exchange rate : inter-day versus intra-day data
Degiannakis, Stavros
;
Potamia, Artemis
- In:
International review of financial analysis
49
(
2017
),
pp. 176-190
Persistent link: https://www.econbiz.de/10011741290
Saved in:
8
Time-varying correlation between oil and stock market volatilities : evidence from oil-importing and oil-exporting countries
Boldanov, Rustam
;
Degiannakis, Stavros
;
Filis, George
- In:
International review of financial analysis
48
(
2016
),
pp. 209-220
Persistent link: https://www.econbiz.de/10011624489
Saved in:
9
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:
10
A Monte Carlo simulation approach to forecasting multi-period value-at-risk and expected shortfall using the FIGARCH-SKT specification
Degiannakis, Stavros
;
Dent, Pamela
;
Floros, Christos
- In:
The Manchester School
82
(
2014
)
1
,
pp. 71-102
Persistent link: https://www.econbiz.de/10010419583
Saved in:
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