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Modeling Risk : VaR Methods fo...
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Angelidis, Timotheos
17
Tessaromatis, Nikolaos
8
Benos, Alexandros
5
Degiannakis, Stavros
4
Andrikopoulos, Andreas
1
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OLC EcoSci
ECONIS (ZBW)
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Idiosyncratic risk matters! A regime switching approach
Angelidis, Timotheos
;
Tessaromatis, Nikolaos
- In:
International review of economics & finance : IREF
18
(
2009
)
1
,
pp. 132-141
Persistent link: https://www.econbiz.de/10008160495
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2
The Components of the Bid-Ask Spread: the Case of the Athens Stock Exchange
Angelidis, Timotheos
;
Benos, Alexandros
- In:
European financial management : the journal of the …
15
(
2009
)
1
,
pp. 112-144
Persistent link: https://www.econbiz.de/10008163029
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3
Idiosyncratic risk, returns and liquidity in the London Stock Exchange: A spillover approach
Angelidis, Timotheos
;
Andrikopoulos, Andreas
- In:
International review of financial analysis
19
(
2010
)
3
,
pp. 214-222
Persistent link: https://www.econbiz.de/10008427516
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4
The efficiency of Greek public pension fund portfolios
Angelidis, Timotheos
;
Tessaromatis, Nikolaos
- In:
Journal of banking & finance
34
(
2010
)
9
,
pp. 2158-2168
Persistent link: https://www.econbiz.de/10008433522
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5
Does idiosyncratic risk matter? Evidence from European stock markets
Angelidis, Timotheos
;
Tessaromatis, Nikolaos
- In:
Applied financial economics
18
(
2008
)
2
,
pp. 125-138
Persistent link: https://www.econbiz.de/10007895852
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6
Does idiosyncratic risk matter? Evidence from European stock markets
Angelidis, Timotheos
;
Tessaromatis, Nikolaos
- In:
Applied financial economics
18
(
2008
)
1-3
,
pp. 125-138
Persistent link: https://www.econbiz.de/10007901015
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7
Liquidity adjusted value-at-risk based on the components of the bid-ask spread
Angelidis, Timotheos
;
Benos, Alexandros
- In:
Applied financial economics
16
(
2006
)
11
,
pp. 835
Persistent link: https://www.econbiz.de/10007631955
Saved in:
8
A robust VaR model under different time periods and weighting schemes
Angelidis, Timotheos
;
Benos, Alexandros
;
Degiannakis, …
- In:
Review of quantitative finance and accounting
28
(
2007
)
2
,
pp. 187-202
Persistent link: https://www.econbiz.de/10007590634
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9
Value-at-Risk for Greek stocks
Angelidis, Timotheos
;
Benos, Alexandros
- In:
Multinational finance journal : MF ; quarterly …
12
(
2008
)
1/2
,
pp. 67-104
Persistent link: https://www.econbiz.de/10009879299
Saved in:
10
Market risk in commodity markets : a switiching regime approach
Angelidis, Timotheos
;
Benos, Alexandros
- In:
Economic & financial modelling : a journal of the …
11
(
2004
)
3
,
pp. 103-148
Persistent link: https://www.econbiz.de/10009905012
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