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Inaccurate value at risk estimations : bad modeling or inappropriate data?
Vasileiou, Evangelos - In: Computational economics 59 (2022) 3, pp. 1155-1171
Persistent link: https://www.econbiz.de/10013169235
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Value at Risk (VaR) historical approach : could it be more historical and representative of the real financial risk environment?
Vasileiou, Evangelos - In: Theoretical economics letters 7 (2017) 4, pp. 951-974
Persistent link: https://www.econbiz.de/10011707420
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Overview of the Greek value at risk (VaR) legislation framework : deficiencies, proposals for future revision and a new suggested method
Vasileiou, Evangelos - In: Journal of financial regulation and compliance : an … 24 (2016) 2, pp. 213-226
Persistent link: https://www.econbiz.de/10011563844
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Health risk and the efficient market hypothesis in the time of COVID-19
Vasileiou, Evangelos; Samitas, Aristeidis; … - In: International review of applied economics 35 (2021) 2, pp. 210-223
Persistent link: https://www.econbiz.de/10012485125
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Does the value-at-risk legal framework lead to inaccurate and procyclical risk estimations? : empirical evidence from the eu countries
Vasileiou, Evangelos; Theodoros, Syriopoulos; … - In: The journal of prediction markets 16 (2022) 1, pp. 95-121
Persistent link: https://www.econbiz.de/10014289727