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~person:"Degiannakis, Stavros"
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Degiannakis, Stavros
McAleer, Michael
209
Chang, Chia-Lin
82
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73
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63
Bauwens, Luc
61
Engle, Robert F.
61
Hafner, Christian M.
60
Teräsvirta, Timo
58
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53
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51
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44
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42
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42
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41
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40
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39
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Zakoïan, Jean-Michel
37
Paolella, Marc S.
36
Asai, Manabu
34
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33
Bollerslev, Tim
32
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32
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32
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32
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30
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27
Kang, Sang Hoon
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4
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2
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2
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2
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1
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1
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1
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ECONIS (ZBW)
26
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1
Evaluating value-at-risk models before and after the financial crisis of 2008: International evidence
Degiannakis, Stavros
;
Floros, Christos
;
Livada, Alexandra
- In:
Managerial Finance
38
(
2012
)
March
,
pp. 436-452
results indicate that the widely accepted and simplified
ARCH
framework seems to provide satisfactory forecasts of VaR, not …
Persistent link: https://www.econbiz.de/10010540353
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
Hedge fund returns under crisis scenarios : a holistic approach
Stophoros, Chrysostomos
;
Degiannakis, Stavros
; …
- In:
Research in international business and finance
42
(
2017
),
pp. 1196-1207
Persistent link: https://www.econbiz.de/10011760944
Saved in:
8
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:
9
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:
10
Volatility forecasting : evidence from a fractional integrated asymmetric power
ARCH
skewed-t model
Degiannakis, Stavros
- In:
Applied financial economics
14
(
2004
)
18
,
pp. 1333-1342
Persistent link: https://www.econbiz.de/10002438260
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