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Volatility
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Tzavalis, Elias
12
Dendramis, Yiannis
3
Kapetanios, George
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2
Rompolis, Leonidas S.
2
Wickens, Michael R.
2
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1
Harris, Richard
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ECONIS (ZBW)
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Risk premium effects on implied volatility regressions
Rompolis, Leonidas S.
;
Tzavalis, Elias
- In:
The journal of financial research
33
(
2010
)
2
,
pp. 125-151
Persistent link: https://www.econbiz.de/10003987976
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2
Forecasting VaR models under different volatility processes and distributions of return innovations
Dendramis, Yiannis
;
Spungin, Giles E.
;
Tzavalis, Elias
- In:
Journal of forecasting
33
(
2014
)
7
,
pp. 515-531
Persistent link: https://www.econbiz.de/10011282095
Saved in:
3
Level shifts in stock returns driven by large shocks
Dendramis, Yiannis
;
Kapetanios, George
;
Tzavalis, Elias
- In:
Journal of empirical finance
29
(
2014
),
pp. 41-51
Persistent link: https://www.econbiz.de/10011300506
Saved in:
4
Stochastic volatility driven by large shocks
Kapetanios, George
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003370484
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5
Option pricing with a dividend general equilibrium model
Chourdakis, Kyriakos M.
;
Tzavalis, Elias
-
2000
Persistent link: https://www.econbiz.de/10001540194
Saved in:
6
Option pricing under discrete shifts in stock returns
Chourdakis, Kyriakos M.
;
Tzavalis, Elias
-
2000
Persistent link: https://www.econbiz.de/10001540195
Saved in:
7
The persistence in volatility of the US term premium : 1970 - 1986
Tzavalis, Elias
- In:
Economics letters
49
(
1995
)
4
,
pp. 381-389
Persistent link: https://www.econbiz.de/10001190457
Saved in:
8
On regression-based tests for persistence in logarithmic volatility models
Psaradakis, Zacharias G.
;
Tzavalis, Elias
- In:
Econometric reviews
18
(
1999
)
4
,
pp. 441-448
Persistent link: https://www.econbiz.de/10001413477
Saved in:
9
The persistence in volatility of the US term premium : 1970 - 1986
Tzavalis, Elias
;
Wickens, Michael R.
-
1994
Persistent link: https://www.econbiz.de/10000912868
Saved in:
10
Shifts in volatility driven by large stock market shocks
Dendramis, Yiannis
;
Kapetanios, George
;
Tzavalis, Elias
- In:
Journal of economic dynamics & control
55
(
2015
),
pp. 130-147
Persistent link: https://www.econbiz.de/10011587216
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