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~person:"Degiannakis, Stavros"
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Degiannakis, Stavros
McAleer, Michael
57
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49
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37
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33
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29
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Multiple days ahead realized volatility forecasting : single, combined and average forecasts
Degiannakis, Stavros
- In:
Global finance journal
36
(
2018
),
pp. 41-61
Persistent link: https://www.econbiz.de/10012125013
Saved in:
2
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
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3
SPEC model selection algorithm for ARCH models : an options pricing evaluation framework
Degiannakis, Stavros
;
Xekalaki, Evdokia
- In:
Applied financial economics letters
4
(
2008
)
4/6
,
pp. 419-423
Persistent link: https://www.econbiz.de/10003808239
Saved in:
4
Assessing the performance of a prediction error criterion model selection algorithm in the context of ARCH models
Degiannakis, Stavros
;
Xekalaki, Evdokia
- In:
Applied financial economics
17
(
2007
)
1/3
,
pp. 149-171
Persistent link: https://www.econbiz.de/10003427036
Saved in:
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