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~type_genre:"Aufsatz in Zeitschrift"
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Search: person:"Giannopoulos, Kostas"
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1
Brexit and the dependence structure among the G7 bank equity markets
Nekhili, Ramzi
;
Giannopoulos, Kostas
- In:
Investment management and financial innovations
17
(
2020
)
2
,
pp. 231-239
Persistent link: https://www.econbiz.de/10012303143
Saved in:
2
Estimating the joint tail risk under the filtered historical simulation : an application to the CCP's default and waterfall fund
Barone-Adesi, Giovanni
;
Giannopoulos, Kostas
;
Vosper, Les
- In:
The European journal of finance
24
(
2018
)
4/6
,
pp. 413-425
Persistent link: https://www.econbiz.de/10012244329
Saved in:
3
Nonparametric, conditional pricing of higher order multivariate contingent claims
Giannopoulos, Kostas
- In:
Journal of banking & finance
32
(
2008
)
9
,
pp. 1907-1915
Persistent link: https://www.econbiz.de/10003774993
Saved in:
4
Coherent risk measures under filtered historical simulation
Giannopoulos, Kostas
;
Tunaru, Radu
- In:
Journal of banking & finance
29
(
2005
)
4
,
pp. 979-996
Persistent link: https://www.econbiz.de/10002601087
Saved in:
5
Backtesting derivative portfolios with filtered historical simulation (FHS)
Barone-Adesi, Giovanni
;
Giannopoulos, Kostas
;
Vosper, Les
- In:
European financial management : the journal of the …
8
(
2002
)
1
,
pp. 31-58
Persistent link: https://www.econbiz.de/10001688408
Saved in:
6
Non-parametric VaR techniques : myths and realities
Barone-Adesi, Giovanni
;
Giannopoulos, Kostas
- In:
Economic notes : economic review of Banca Monte dei …
30
(
2001
)
2
,
pp. 167-181
Persistent link: https://www.econbiz.de/10001603710
Saved in:
7
VAR without correlations for portfolios of derivative securities
Barone-Adesi, Giovanni
;
Giannopoulos, Kostas
;
Vosper, Les
- In:
The journal of futures markets
19
(
1999
)
5
,
pp. 583-602
Persistent link: https://www.econbiz.de/10001410433
Saved in:
8
Estimating the time varying components of international stock markets' risk
Giannopoulos, Kostas
- In:
The European journal of finance
1
(
1995
)
2
,
pp. 129-164
Persistent link: https://www.econbiz.de/10001193840
Saved in:
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