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Value-at-risk for long and short trading positions : evidence from developed and emerging equity markets
Diamandis, Panayotis F.; Drakos, Anastassios A.; … - In: International review of financial analysis 20 (2011) 3, pp. 165-176
Persistent link: https://www.econbiz.de/10009295738
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Forecasting financial volatility of the Athens stock exchange daily returns : an application of the asymmetric normal mixture GARCH model
Drakos, Anastassios A.; Kouretas, Georgios P.; … - In: International journal of finance & economics : IJFE 15 (2010) 4, pp. 331-350
Persistent link: https://www.econbiz.de/10008811307
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Value-at-risk for the long and short trading position with the pearson type-IV distribution
Stavroyiannis, Stavros; Makris, Ilias; Nikolaidis, Vasilis - In: Global business & economics review 15 (2013) 1, pp. 14-27
Persistent link: https://www.econbiz.de/10009708760
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On the devolatised returns and dynamic conditional correlations GARCH modelling in selected European indices
Stavroyiannis, Stavros; Zarangas, Leonidas P. - In: Global business & economics review 17 (2015) 3, pp. 256-267
Persistent link: https://www.econbiz.de/10011498510
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Out of sample value-at-risk and backtesting with the standardized pearson Type-IV skewed distribution
Stavroyiannis, Stavros; Zarangas, Leonidas P. - In: Panoeconomicus 60 (2013) 2, pp. 231-247
Persistent link: https://www.econbiz.de/10009742531
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Econometric modeling and value-at-risk using the Pearson type-IV distribution
Stavroyiannis, S.; Makris, I.; Nikolaidis, V.; … - In: International review of financial analysis 22 (2012), pp. 10-17
Persistent link: https://www.econbiz.de/10010219702
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Measuring systemic risk in emerging markets using CoVaR
Drakos, Anastassios A.; Kouretas, Georgios P. - In: Emerging markets and the global economy, (pp. 271-307). 2014
Persistent link: https://www.econbiz.de/10010434651
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Bank ownership, financial segments and the measurement of systemic risk : an application of CoVaR
Drakos, Anastassios A.; Kouretas, Georgios P. - In: International review of economics & finance : IREF 40 (2015), pp. 127-140
Persistent link: https://www.econbiz.de/10011573568
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Dynamics among global asset portfolios
Bratis, Theodoros; Laopodis, Nikiforos; Kouretas, … - In: The European journal of finance 26 (2020) 18, pp. 1876-1899
Persistent link: https://www.econbiz.de/10012314662
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Stock market spillovers of global risks and hedging opportunities
Salachas, Evangelos; Kouretas, Georgios P.; Laopodis, … - In: European journal of political economy 83 (2024), pp. 1-19
Persistent link: https://www.econbiz.de/10014547146