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Volatility Reversion and Correlation Structure of Returns in Major International Stock Markets
Theodossiou, Panayiotis; Kahya, Emel; Koutmos, Gregory; … - In: The financial review : the official publication of the … 32 (1997) 2, pp. 205-224
Persistent link: https://www.econbiz.de/10007372426
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The Stochastic Properties of Major Canadian Exchange Rates
Theodossiou, Panayiotis - In: The financial review : the official publication of the … 29 (1994) 2, pp. 193-222
Persistent link: https://www.econbiz.de/10006005185
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Financial Data and the Skewed Generalized T Distribution
Theodossiou, Panayiotis - In: Management science : journal of the Institute for … 44 (1998) 12, pp. 1650-1661
Persistent link: https://www.econbiz.de/10006098331
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Mean and Volatility Spillovers Across Major National Stock Markets: Further Empirical Evidence
Theodossiou, Panayiotis; Lee, Unro - In: The journal of financial research : a publ. of the … 16 (1993) 4, pp. 337-350
Persistent link: https://www.econbiz.de/10006869748
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Partially Adaptive Econometric Methods For Regression and Classification
Hansen, James V.; McDonald, James B.; Theodossiou, … - In: Computational economics 36 (2010) 2, pp. 153-170
Persistent link: https://www.econbiz.de/10008435347
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A conditional-SGT-VaR approach with alternative GARCH models
Bali, Turan G.; Theodossiou, Panayiotis - 2007
Persistent link: https://www.econbiz.de/10008222028
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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. 277-290
Persistent link: https://www.econbiz.de/10007712982
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Robust regression estimation methods and intercept bias : a capital asset pricing model application
McDonald, James B.; Michelfelder, Richard A.; … - In: Multinational finance journal : MF ; quarterly … 13 (2009) 3/4, pp. 293-321
Persistent link: https://www.econbiz.de/10009879315
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The Asymmetric Relation Between Initial Margin Requirements and Stock Market Volatility Across Bull and Bear Markets
Hardouvelis, Gikas A.; Theodossiou, Panayiotis - In: The review of financial studies 15 (2013) 5, pp. 1525-1524
Persistent link: https://www.econbiz.de/10010114487
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The Asymmetric Relation Between Initial Margin Requirements and Stock Market Volatility Across Bull and Bear Markets
Hardouvelis, Gikas A.; Theodossiou, Panayiotis - In: The review of financial studies 15 (2002) 5, pp. 1525-1560
Persistent link: https://www.econbiz.de/10007036241