Similar Search Results

Financial stress, economic policy uncertainty, and oil price uncertainty

Apostolakis, George N.; Floros, Christos; Gillas, … - In: Energy economics 104 (2021), pp. 1-18

Persistent link: https://www.econbiz.de/10013364361

Corporate R&D intensity and high cash holdings : post-crisis analysis

Magerakis, Efstathios; Gillas, Konstantinos Gkillas; … - In: Operational research : an international journal 22 (2022) 4, pp. 3767-3808

Persistent link: https://www.econbiz.de/10013445514

Stochastic differential equations in L p-spaces

Floros, Christos; Gillas, Konstantinos Gkillas; … - In: Operational Research Methods in Business, Finance and …, (pp. 1-6). 2023

Persistent link: https://www.econbiz.de/10014319826

Monetary utility functions and risk functionals

Floros, Christos; Gillas, Konstantinos Gkillas; … - In: Essays on Financial Analytics : Applications and Methods, (pp. 27-35). 2023

Persistent link: https://www.econbiz.de/10014338785

Estimation of value at risk for copper

Gillas, Konstantinos Gkillas; Konstantatos, Christoforos; … - In: Journal of commodity markets 32 (2023), pp. 1-15

Persistent link: https://www.econbiz.de/10014495711

Greek government-debt crisis events and European financial markets : news surprises on Greek bond yields and inter-relations of European financial markets

Gillas, Konstantinos Gkillas; Katsiampa, Paraskevi; … - In: International journal of finance & economics : IJFE 28 (2023) 4, pp. 4037-4054

Persistent link: https://www.econbiz.de/10014429282

Volatility spillovers across the spot and futures oil markets after news announcements

Apostolakis, George N.; Floros, Christos; Gillas, … - In: The North American journal of economics and finance : a … 69 (2024) 1, pp. 1-21

Persistent link: https://www.econbiz.de/10014445527

Will you marry my degree? : an exploratory quantile regression with many covariates

Agiomirgianakis, George M.; Gillas, Konstantinos Gkillas; … - In: Applied economics letters 31 (2024) 9, pp. 819-823

Persistent link: https://www.econbiz.de/10014557885

Estimating stochastic volatility under the assumption of stochastic volatility of volatility

Alghalith, Moawia; Floros, Christos; Gillas, … - In: Risks : open access journal 8 (2020) 2/35, pp. 1-16

We propose novel nonparametric estimators for stochastic volatility and the volatility of volatility. In doing so, we relax the assumption of a constant volatility of volatility and therefore, we allow the volatility of volatility to vary over time. Our methods are exceedingly simple and far...

Persistent link: https://www.econbiz.de/10012204468

Herding behaviour in cryptocurrencies

Bouri, Elie; Gupta, Rangan; Roubaud, David - In: Finance research letters 29 (2019), pp. 216-221

Persistent link: https://www.econbiz.de/10012418718