The public policies implemented in order to contain the spread of COVID-19 in the community have created issues both in the internal and the external environments of the Greek rural healthcare enterprises. This study aimed to investigate the full extent of the issues (internal and external)...

In the field of healthcare innovation, Greece ranks 26th in FREOPP's World Index of Healthcare Innovation (WIHI) 2021 analysis. Such a standing illustrates low performance in the dimensions of quality, science and technology and fiscal sustainability. This article seeks to shed light on this...

Financial liberalization has offered global investors with new investment opportunities via international portfolio diversification. Proper investment planning and portfolio diversification require well specified correlations between the assets under consideration. In this paper we apply the DCC...

This paper examines the dynamic properties of Bitcoin and the Standard and Poor's SP500 index, using a variety of econometric approaches, including univariate and multivariate GARCH models, and vector autoregressive specifications. Moreover, we explore whether Bitcoin can be classified as a...

The objective of this paper is to investigate the volatility dynamics of the six major digital currencies, Bitcoin, Ethereum, Ripple, Litecoin, Dash, and NEM, using a variety of GARCH models and skewed distributions. Selecting the best GARCH model and distribution fitting better each digital...

We elaborate on the tail conditional expectation, the tail conditional variance, and the tail variance when the residuals follow the standardized Pearson type-IV distribution. If the probability density function describing the data generation process is continuous and the moments are finite,...

The cumulative distribution function of the Pearson type IV distribution is of complex form and includes a complex hypergeometric function. Although the mathematical form is complex, the resulting imaginary part is actually of the order which is attributed to the series summation of the...

Digital currencies and cryptocurrencies have hesitantly started to penetrate the investors, and the next step will be the regulatory risk management framework. We examine the Value-at-Risk and Expected Shortfall properties for Bitcoin and Ethereum, using GARCH methodology and filtered historical...

The majority of stylized facts of financial time series and several Value-at-Risk measures are modeled via univariate or multivariate GARCH processes. It is not rare that advanced GARCH models fail to converge for computational reasons, and a usual parsimonious approach is the GJR-GARCH model....

The public policies implemented in order to contain the spread of COVID-19 in the community have created issues both in the internal and the external environments of the Greek rural healthcare enterprises. This study aimed to investigate the full extent of the issues (internal and external)...