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Freight rates in downside and upside markets : pricing of own and spillover risks from other shipping segments

Theodossiou, Panayiotis; Tsouknidis, Dimitris; Savva, … - In: Journal of the Royal Statistical Society: Series A … 183 (2020) 3, pp. 1097-1119

Persistent link: https://www.econbiz.de/10012192971

Skewness and the relation between risk and return

Theodossiou, Panayiotis; Savva, Christos S. - In: Management science : journal of the Institute for … 62 (2016) 6, pp. 1598-1609

Persistent link: https://www.econbiz.de/10011502439

Consequences of outlier returns for event studies : a methodological investigation and treatment

Theodossiou, Panayiotis; Theodossiou, Alexandra - In: The international journal of accounting : TIJA 56 (2021) 3, pp. 2150013-1-23

Persistent link: https://www.econbiz.de/10012670646

Electricity pricing using a periodic GARCH model with conditional skewness and kurtosis components

Ioannidis, Filippos; Kosmidou, Kyriaki; Savva, Christos; … - In: Energy economics 95 (2021), pp. 1-17

Persistent link: https://www.econbiz.de/10012816560

The impact of the coronavirus crisis on the market price of risk

Delēs, Manthos D.; Savva, Christos S.; Theodossiou, … - In: Journal of financial stability 53 (2021), pp. 1-12

Persistent link: https://www.econbiz.de/10012793090

The risk and return conundrum explained : international evidence

Savva, Christos S.; Theodossiou, Panayiotis - In: Journal of financial econometrics : official journal of … 16 (2018) 3, pp. 486-521

Persistent link: https://www.econbiz.de/10011987799

MEAN AND VOLATILITY SPILLOVERS ACROSS MAJOR NATIONAL STOCK MARKETS: FURTHER EMPIRICAL EVIDENCE

Theodossiou, Panayiotis; Lee, Unro - In: Journal of Financial Research 16 (1993) 4, pp. 337-350

Persistent link: https://www.econbiz.de/10010889284

Linkages between the U.S. and Japanese stock markets: A bivariate garch-m analysis

Theodossiou, Panayiotis; Koutmos, Gregory - In: Global Finance Journal 5 (1994) 2, pp. 277-287

Persistent link: https://www.econbiz.de/10005235162

Properties and Stochastic nature of BEA's early estimates of GNP

Neftci, Salih N.; Theodossiou, Panayiotis - In: Journal of Economics and Business 43 (1991) 3, pp. 231-239

Persistent link: https://www.econbiz.de/10005301899

Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models

Theodossiou, Panayiotis; McDonald, James B.; Hansen, … - In: Economics - The Open-Access, Open-Assessment E-Journal 1 (2007), pp. 1-20

This paper provides a survey of three families of flexible parametric probability density functions (the skewed generalized t, the exponential generalized beta of the second kind, and the inverse hyperbolic sine distributions) which can be used in modeling a wide variety of econometric problems....

Persistent link: https://www.econbiz.de/10005082972