Munich Personal RePEc Archive

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Group by: Date | Item ID
Number of items: 8.

2005

Angelidis, Timotheos and Degiannakis, Stavros (2005): Modeling Risk for Long and Short Trading Positions. Published in: Journal of Risk Finance , Vol. 3, No. 6 (2005): pp. 226-238.

2007

Angelidis, Timotheos and Degiannakis, Stavros (2007): Backtesting VaR Models: A Τwo-Stage Procedure. Published in: Journal of Risk Model Validation , Vol. 1, No. 2 (June 2007): pp. 27-48.

Angelidis, Timotheos and Benos, Alexandros and Degiannakis, Stavros (2007): A Robust VaR Model under Different Time Periods and Weighting Schemes. Published in: Review of Quantitative Finance and Accounting , Vol. 2, No. 28 (2007): pp. 187-201.

2008

Angelidis, Timotheos and Degiannakis, Stavros (2008): Volatility forecasting: intra-day vs. inter-day models. Published in: Journal of International Financial Markets Institutions and Money No. 18 (2008): pp. 449-465.

2012

Andrikopoulos, Andreas and Angelidis, Timotheos and Skintzi, Vasiliki (2012): Illiquidity, return and risk in G7 stock markets: interdependencies and spillovers.

2 February 2012

Angelidis, Timotheos and Giamouridis, Daniel and Tessaromatis, Nikolaos (2012): Revisiting Mutual Fund Performance Evaluation.

14 January 2014

Angelidis, Timotheos and Tessaromatis, Nikolaos (2014): Global Style Portfolios Based on Country Indices. Forthcoming in: Bankers, Markets & Investors

2015

Angelidis, Timotheos and Degiannakis, Stavros and Filis, George (2015): US stock market regimes and oil price shocks. Published in: Global Finance Journal No. 28 (2015): pp. 132-146.

This list was generated on Mon Feb 19 20:21:10 2018 CET.
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